Raffaella Calabrese. Downturn Loss Given Default: Mixture distribution estimation. European Journal of Operational Research, 237(1):271-277, 2014. [doi]
@article{Calabrese14,
title = {Downturn Loss Given Default: Mixture distribution estimation},
author = {Raffaella Calabrese},
year = {2014},
doi = {10.1016/j.ejor.2014.01.043},
url = {http://dx.doi.org/10.1016/j.ejor.2014.01.043},
researchr = {https://researchr.org/publication/Calabrese14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {237},
number = {1},
pages = {271-277},
}