Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses* (Q4555648)
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scientific article; zbMATH DE number 6981933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses* |
scientific article; zbMATH DE number 6981933 |
Statements
Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses* (English)
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20 November 2018
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recovery
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loss given default
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credit risk
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mixture model
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loss forecasting
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