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

A zero-adjusted gamma model for estimating loss given default on residential mortgage loans
A zero-adjusted gamma model for estimating loss given default on residential mortgage loans
Tong, E.
d296c683-25c9-456b-80be-54828f082df9
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Tong, E.
d296c683-25c9-456b-80be-54828f082df9
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362

Tong, E., Mues, C. and Thomas, L.C. (2011) A zero-adjusted gamma model for estimating loss given default on residential mortgage loans. Credit Scoring and Credit Control XII conference, Edinburgh, United Kingdom. 23 - 25 Aug 2011.

Record type: Conference or Workshop Item (Paper)

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More information

Published date: 25 August 2011
Venue - Dates: Credit Scoring and Credit Control XII conference, Edinburgh, United Kingdom, 2011-08-23 - 2011-08-25
Organisations: Southampton Business School

Identifiers

Local EPrints ID: 196001
URI: http://eprints.soton.ac.uk/id/eprint/196001
PURE UUID: 8c3e5c2b-59e5-4b06-a25d-a65eff31c917
ORCID for C. Mues: ORCID iD orcid.org/0000-0002-6289-5490

Catalogue record

Date deposited: 31 Aug 2011 15:22
Last modified: 08 Apr 2022 01:38

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Contributors

Author: E. Tong
Author: C. Mues ORCID iD
Author: L.C. Thomas

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