Predicting bank loan recovery rates with a mixed continuous-discrete model-Reference-Cited by-同舟云学术

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Predicting bank loan recovery rates with a mixed continuous-discrete model

Published:2012-08-13 Issue:2 Volume:30 Page:99-114
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Calabrese Raffaella¹

Affiliation:

1. University of Milano-Bicocca; Via Bicocca degli Arcimboldi, 6 Milano 20123 Italy

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modelling and Simulation

Reference34 articles.

1. Bank loan recovery rates: measuring and nonparametric density estimation;Calabrese;Journal of Banking and Finance,2010

2. Bruche M González-Aguado C Recovery Rates, Default Probabilities and the Credit Cycle 2008

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3. Nonlinear Regression Model Based on Fractional Bee Colony Algorithm for Loan Time Series;Journal of Information Systems and Telecommunication (JIST);2022-04-21

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