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Incorporating small-sample defaults history in loss given default models
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2021-01-01 , DOI: 10.21314/jcr.2021.009 Aneta Ptak-Chmielewska , Paweł Kopciuszewski
中文翻译:
在给定默认模型的损失中纳入小样本默认历史
更新日期:2021-01-01
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2021-01-01 , DOI: 10.21314/jcr.2021.009 Aneta Ptak-Chmielewska , Paweł Kopciuszewski
中文翻译:
在给定默认模型的损失中纳入小样本默认历史