使用允许边界点出现概率质量的卷积技术预测小规模违约债务组合的损失分布

Predicting Loss Distributions for Small-Size Defaulted-Debt Portfolios Using a Convolution Technique that Allows Probability Masses to Occur at Boundary Points

Journal of Financial Services Research · 2018
被引 1
ABS 3
金融经济学风险管理计量经济学资产定价