Narrow search
Showing 1 - 3 of 3
Cover Image
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Cover Image
Modeling the credit contagion channel and its consequences via the standard portfolio credit risk model
Lee, Yong Woong; Poon, Ser-Huang - In: The journal of credit risk : published quarterly by … 10 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010373355
Cover Image
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