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Predicting the Loss Given Default Distribution with the Zero-Inflated Censored Beta-Mixture Regression that Allows Probability Masses and Bimodality

Published Online: 2020-03-18

Published Print: 2021-06

Authors

Hwang, Ruey-Ching https://orcid.org/0000-0002-4571-1207
Chu, Chih-Kang

Yu, Kaizhi
Funding

Funding for this research was provided by:

The Ministry of Science and Technology of Taiwan (MOST 107-2410-H-259 -006 -MY2)
License Information

Text and Data Mining valid from 2020-03-18

Version of Record valid from 2020-03-18
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Article History

Received: 13 October 2018

Revised: 18 December 2019

Accepted: 4 February 2020

First Online: 18 March 2020

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