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Loss given default for leasing: Parametric and nonparametric estimations

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References

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2018Macroeconomic variable selection for creditor recovery rates62 cited
2021Opening the black box – Quantile neural networks for loss given default prediction54 cited
2017Fuzzy decision fusion approach for loss-given-default modeling

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49 cited

2021Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach42 cited

2018Loss functions for Loss Given Default model comparison37 cited

2019Predicting loss given default in leasing: A closer look at models and variable selection31 cited

2021Intertemporal defaulted bond recoveries prediction via machine learning30 cited

2016Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses28 cited

2024Interpretable machine learning for creditor recovery rates23 cited

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