Comparison study of two-step LGD estimation model with probability machines
Autor: | Tanoue, Yuta, Yamashita, Satoshi, Nagahata, Hideaki |
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Zdroj: | Risk Management, 2020 Sep 01. 22(3), 155-177. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Tanoue, Yuta, Yamashita, Satoshi, Nagahata, Hideaki |
---|---|
Zdroj: | Risk Management, 2020 Sep 01. 22(3), 155-177. |
Databáze: | JSTOR Journals |
Externí odkaz: |