Title of article
Quantile regression for modelling distributions of profit and loss
Author/Authors
Mark Somers، نويسنده , , Joe Whittaker، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
11
From page
1477
To page
1487
Keywords
Credit scoring , Haircut distribution , Loss given default , Profit assessment , Revenuemodelling , Regression , Basel II , Kernel regression
Journal title
European Journal of Operational Research
Serial Year
2007
Journal title
European Journal of Operational Research
Record number
217204
Link To Document