Ellen Tobback, David Martens, Tony Van Gestel, Bart Baesens. Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state. JORS, 65(3):376-392, 2014. [doi]
@article{TobbackMGB14,
title = {Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state},
author = {Ellen Tobback and David Martens and Tony Van Gestel and Bart Baesens},
year = {2014},
doi = {10.1057/jors.2013.158},
url = {http://dx.doi.org/10.1057/jors.2013.158},
researchr = {https://researchr.org/publication/TobbackMGB14},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {65},
number = {3},
pages = {376-392},
}