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Modelling credit risk with scarce default data : on the suitability of cooperative bootstrapped strategies for small low-default portfolios
Florez-Lopez, Raquel
;
Ramon-Jeronimo, Juan Manuel
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10010251689
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