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A comparison of stochastic def...
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1
A comparison of stochastic default rate models
Finger, Christopher C.
- In:
Frontiers in credit risk : concepts and techniques for …
,
(pp. 153-178)
.
2003
Persistent link: https://www.econbiz.de/10001739607
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Estimation
of the probability of default of corporate borrowers
Rylov, Denis V.
;
Shkurkin, Dmitry V.
;
Borisova, Anna A.
- In:
International journal of economics and financial issues …
6
(
2016
)
1
,
pp. 63-67
Persistent link: https://www.econbiz.de/10011780770
Saved in:
4
A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime
Naresh Kumar, M.
;
Rao, V. Sree Hari
- In:
Computational economics
46
(
2015
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10011441045
Saved in:
5
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
6
Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian
;
Ohliger, Thorsten
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10011885465
Saved in:
7
Recovery rates, default probabilities and the credit cycle
Bruche, Max
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003392217
Saved in:
8
Recovery rates, default probabilities and the credit cycle
Bruche, Max
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003525294
Saved in:
9
The regime-switching structural default risk model
Milidonis, Andreas
;
Chisholm, Kevin
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-33
and an extension of the MDR model with changes in drift parameters, using maximum likelihood
estimation
. Focusing on the …
Persistent link: https://www.econbiz.de/10014497430
Saved in:
10
The structure of unrevealed bads in good/bad risk scores
Oliver, Robert M.
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
2
,
pp. 308-315
Persistent link: https://www.econbiz.de/10010487517
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