Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Abu Houssain"'
Loss given default (LGD) is a proportion of a credit exposure that is lost if the obligor defaults on a loan. Response variable LGD contains values between 0 and 1 including both 0 and 1, where 0 means that the balance is fully recovered while 1 mean
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::419ef33ec2b859b5def8bffad2d31d8b
http://hdl.handle.net/10447/247250
http://hdl.handle.net/10447/247250
In this paper two alternative approaches are proposed to model a response variable Y measured on the interval from zero to one, including both zero and one. The first proposed model employs a flexible four parameter distribution for 0 < Y < 1, for ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::9ab6728e4e3388708e1ec4f707693b1b
http://hdl.handle.net/10447/247272
http://hdl.handle.net/10447/247272