Modeling the Loss Distribution
Year of publication: |
2011
|
---|---|
Authors: | Chava, Sudheer ; Stefanescu, Catalina ; Turnbull, Stuart |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 57.2011, 7, p. 1267-1287
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | loss distribution | default prediction | recovery rates | Basel II |
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