A zero-adjusted gamma model for estimating loss given default on residential mortgage loans


Tong, E., Mues, C. and Thomas, L.C. (2011) A zero-adjusted gamma model for estimating loss given default on residential mortgage loans. In, Credit Scoring and Credit Control XII conference, Edinburgh, GB, 24 - 26 Aug 2011.

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Item Type: Conference or Workshop Item (Paper)
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Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
H Social Sciences > HG Finance
Divisions: Faculty of Business and Law > Southampton Management School
ePrint ID: 196001
Date Deposited: 31 Aug 2011 15:22
Last Modified: 27 Mar 2014 19:45
URI: http://eprints.soton.ac.uk/id/eprint/196001

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