Predicting Loss Distributions for Small-Size Defaulted-Debt Portfolios Using a Convolution Technique that Allows Probability Masses to Occur at Boundary Points
Crossref DOI link: https://doi.org/10.1007/s10693-018-0289-6
Published Online: 2018-03-25
Published Print: 2019-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chu, Chih-Kang
Hwang, Ruey-Ching http://orcid.org/0000-0002-4571-1207
Text and Data Mining valid from 2018-03-25
Article History
Received: 2 March 2017
Revised: 7 March 2018
Accepted: 7 March 2018
First Online: 25 March 2018