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Correlation and asset correlation in the structural portfolio model
Frye, Jon - In: The journal of credit risk : published quarterly by … 4 (2008/09) 2, pp. 75-96
Persistent link: https://www.econbiz.de/10003749334
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Credit loss and systematic loss given default
Frye, Jon; Jacobs, Michael <Jr.> - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10009539228
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Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh; Baesens, Bart; Vanpée, Rosanne - In: The journal of credit risk : published quarterly by … 19 (2023) 1, pp. 105-154
Persistent link: https://www.econbiz.de/10014488699