A zero-adjusted gamma model for mortgage loan loss given default
Edward N. C. Tong; Christophe Mues; Lyn Thomas
| Year of publication: |
2013
|
|---|---|
| Authors: | Tong, Edward N. C. ; Mues, Christophe ; Thomas, Lyn C. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 29.2013, 4, p. 548-562
|
| Subject: | Regression | Finance | Credit risk modelling | Mixture models | LGD | Basel II | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Hypothek | Mortgage | Theorie | Theory | Kreditgeschäft | Bank lending | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010212473