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Iain Brown · Study
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Author
Iain Brown
2 works
· latest 2016
· 2 institutions
cluster: provisional
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220
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Most cited in this library
Benchmarking regression algorithms for loss given default modeling
2011 · 186 citations
Exposure at default models with and without the credit conversion factor
2016 · 34 citations
Works
2 shown
Exposure at default models with and without the credit conversion factor
European Journal of Operational Research
·
2016
·
4 authors
·
Open access
34
citations
Benchmarking regression algorithms for loss given default modeling
International Journal of Forecasting
·
2011
·
5 authors
186
citations