Pages that link to "Item:Q4554431"
From MaRDI portal
The following pages link to A logistic regression point of view toward loss given default distribution estimation (Q4554431):
Displaying 4 items.
- A weakly informative default prior distribution for logistic and other regression models (Q999667) (← links)
- Loss given default decomposition using mixture distributions of in-default events (Q2030491) (← links)
- Downturn loss given default: mixture distribution estimation (Q2514828) (← links)
- Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses* (Q4555648) (← links)