Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783957298706
- ISSN
-
2749-2958
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Discussion paper / Deutsche Bundesbank ; 04/2022
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Deutsche Bundesbank
- (wann)
-
2022
- Urheber
- Beteiligte Personen und Organisationen
-
Deutsche Bundesbank
- URN
-
urn:nbn:de:101:1-2022030410132491142312
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Wosnitza, Jan Henrik
- Deutsche Bundesbank
Entstanden
- 2022
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Dynamics of probabilities of default
Estimating probabilities of default
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