Loss given default decomposition using mixture distributions of in-default events (Q2030491)
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scientific article; zbMATH DE number 7356000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss given default decomposition using mixture distributions of in-default events |
scientific article; zbMATH DE number 7356000 |
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Loss given default decomposition using mixture distributions of in-default events (English)
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7 June 2021
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risk management
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loss given default
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probability of cure
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probability of write-off
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recovery rate
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