Loss functions for Loss Given Default model comparison
Authors:
- Christophe HurlinCHChristophe Hurlin
- Jérémy LeymarieJLJérémy Leymarie
- Antoine PatinAPAntoine Patin
- 1 July 2018
- journal article
- research article
- Published by Elsevier in European Journal of Operational Research
- Vol. 268 (1) , 348-360
Abstract
No abstract availableKeywords
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