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Recovery rate parameter scoring using beta regression and logistic regression
베타 회귀분석과 로지스틱 회귀분석을 이용한 부채 회수율 예측

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Authors
이혜림
Advisor
김용대
Major
통계학과
Issue Date
2011-02
Publisher
서울대학교 대학원
Keywords
리스크 관리Beta regressionLogistic regression부도시손실률부채 회수율Risk managementLogistic regresionLoss given default(LGD)Recovery rate(RR)
Description
학위논문 (석사)-- 서울대학교 대학원 : 통계학과, 2011.2. 김용대.
Language
eng
URI
http://hdl.handle.net/10371/160007

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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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