Research output

  1. An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages

    Research output: Contribution to journalArticleScientificpeer-review

  2. A reinforced urn process modeling of recovery rates and recovery times

    Research output: Contribution to journalArticleScientificpeer-review

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ID: 107492