Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (Q6103193)
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scientific article; zbMATH DE number 7701336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method |
scientific article; zbMATH DE number 7701336 |
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Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method (English)
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26 June 2023
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risk management
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parameter estimation
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LGD distributions
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machine learning
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global credit data
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