Credit loss modelling using beta distribution in a Bayesian approach
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More about this item
Keywords
Loss Given Default (LGD); Bayesian approach; beta regression; unresolved cases; small sample;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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