مرکز منطقه ای اطلاع رساني علوم و فناوري - Quantile regression for modelling distributions of profit and loss

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 :

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 :