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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
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Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
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A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z. - In: The journal of credit risk : published quarterly by … 14 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
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From incurred loss to current expected credit loss : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J. - In: The journal of credit risk : published quarterly by … 16 (2020) 4, pp. 43-83
Persistent link: https://www.econbiz.de/10012494772
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An efficient portfolio loss model
Fenger, Christian - In: The journal of credit risk : published quarterly by … 15 (2019) 3, pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
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Estimating credit risk parameters using ensemble learning methods : an empirical study on loss given default
Sun, Han Sheng; Jin, Zi - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 43-69
Persistent link: https://www.econbiz.de/10011643773
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Primary-firm-driven portfolio loss
Turnbull, Stuart M. - In: The journal of credit risk : published quarterly by … 13 (2017) 2, pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
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Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Wood, Richard M.; Powell, David - In: The journal of credit risk : published quarterly by … 13 (2017) 3, pp. 47-66
Persistent link: https://www.econbiz.de/10011849972
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Loss distributions : computational efficiency in an extended framework
Stahl, Daniel H. - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 29-42
Persistent link: https://www.econbiz.de/10011442456
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Generalized beta regression models for random loss given default
Huang, Xinzheng; Oosterlee, Cornelis W. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10009424789