Publications
Detailed Information
Recovery rate parameter scoring using beta regression and logistic regression : 베타 회귀분석과 로지스틱 회귀분석을 이용한 부채 회수율 예측
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 김용대
- Major
- 통계학과
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 리스크 관리 ; Beta regression ; Logistic regression ; 부도시손실률 ; 부채 회수율 ; Risk management ; Logistic regresion ; Loss given default(LGD) ; Recovery rate(RR)
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 통계학과, 2011.2. 김용대.
- Language
- eng
- URI
- https://hdl.handle.net/10371/160007
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029545
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.