Narrow search
Showing 1 - 9 of 9
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
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
Cost-sensitive classification for rare events : an application to the credit rating model validation for SMEs
Calabrese, Raffaella - 2011
Persistent link: https://www.econbiz.de/10009412946
Cover Image
Regression model for proportions with probability masses at zero and one
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009515736
Cover Image
Improving classifier performance assessment of credit scoring models
Calabrese, Raffaella - 2012
Persistent link: https://www.econbiz.de/10009515748
Cover Image
Estimators of binary spatial autoregressive models : a Monte Carlo study
Calabrese, Raffaella; Elkink, Johan A. - 2012
Persistent link: https://www.econbiz.de/10009559731
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
Generalized extreme value for binary rare events data : an application to credit defaults
Calabrese, Raffaella; Osmetti, Silvia Angela - 2011
Persistent link: https://www.econbiz.de/10009299911