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"Loss functions for Loss Given Default model comparison."

Christophe Hurlin, Jérémy Leymarie, Antoine Patin (2018)

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DOI: 10.1016/J.EJOR.2018.01.020

access: closed

type: Journal Article

metadata version: 2023-03-21

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Christophe Hurlin, Jérémy Leymarie, Antoine Patin:
Loss functions for Loss Given Default model comparison. Eur. J. Oper. Res. 268(1): 348-360 (2018)

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