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Tong, Edward N. C.
The three papers in this thesis comprise the development of three types of Basel models – a Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) model for consumer credit risk, using mixture model methods. Mixture mod
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.647785