Pages that link to "Item:Q1754331"

The following pages link to Loss functions for loss given default model comparison (Q1754331):

Displaying 8 items.

• Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
• Loss given default decomposition using mixture distributions of in-default events (Q2030491) (← links)
• Intertemporal defaulted bond recoveries prediction via machine learning (Q2060436) (← links)
• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects (Q2060438) (← links)
• Downturn loss given default: mixture distribution estimation (Q2514828) (← links)
• Support vector regression for loss given default modelling (Q2629659) (← links)
• Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses* (Q4555648) (← links)
• Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (Q6103193) (← links)