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2. The link between default and recovery rates: Theory, empirical evidence, and implications;Brooks Edward I Altman;The Journal of Business,2005
3. Extensions to the gaussian copula: Random recovery and random factor loadings;Leif Andersen;Journal of Credit Risk,2004
4. Accounting for pd-lgd dependency: A tractable extension to the basel asrf framework;Matteo Barbagli;Economic Modelling,2023