Narrow search
Showing 1 - 5 of 5
Cover Image
Uniform correlation structure and convex stochastic ordering in the pólya urn scheme
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009559725
Cover Image
Single-name concentration risk in credit portfolios : a comparison of concentration indices
Calabrese, Raffaella; Porro, Francesco - 2012
Persistent link: https://www.econbiz.de/10009559737
Cover Image
Modelling downturn loss given default
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009755839
Cover Image
Estimating bank loans loss given default by generalized additive models
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009755842
Cover Image
Improving classifier performance assessment of credit scoring models
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009515748