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Forecasting loss given default...
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Comparison study of two-step LGD estimation model with probability machines
Tanoue, Yuta
;
Yamashita, Satoshi
;
Nagahata, Hideaki
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
3
,
pp. 155-177
Persistent link: https://www.econbiz.de/10012297629
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2
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
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3
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
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4
Area under the curve maximization method in credit scoring
Miura, Kakeru
;
Yamashita, Satoshi
;
Eguchi, Shinto
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 3-25
Persistent link: https://www.econbiz.de/10003995408
Saved in:
5
Analytical solutions for expected and unexpected losses with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2007
Persistent link: https://www.econbiz.de/10003606900
Saved in:
6
Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2010
Persistent link: https://www.econbiz.de/10003982620
Saved in:
7
Analytical solution for the loss distribution of a collateralized loan under a quadratic Gaussian default intensity process
Yamashita, Satoshi
;
Yoshiba, Toshinao
-
2011
Persistent link: https://www.econbiz.de/10009377393
Saved in:
8
Analytical solutions for expected loss and standard deviation of loss with an additional loan
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10011377519
Saved in:
9
Innovation and system transformation
Yamashita, Satoshi
- In:
Innovationsmanagement
,
(pp. 63-69)
.
1999
Persistent link: https://www.econbiz.de/10001395564
Saved in:
10
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
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