Work

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

Year: 2011

Type: conference-paper

Source: ePrints Soton (University of Southampton)

Authors: Edward Tong, Christophe Mues, Lyn C. Thomas

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W146201847

FWCI: 5.135

Cites: 9

Cited by: 3

Related to: 10