Home > Search Results: Betíková, Veronika
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
The Role of Business Intelligence and Data Mining in the Insurance Fraud Management
 Betíková, Veronika ; Pešout, Pavel (advisor) ; Hlávka, Zdeněk (referee)
Detailed record
Statistical techniques for Loss Given Default Modeling
 Betíková, Veronika ; Vaníček, Karel (advisor) ; Zichová, Jitka (referee)
Title: Statistical techniques for Loss Given Default Modeling Author: Veronika Betíková Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Karel Vaníček Supervisor's e-mail address: karelvanicek@seznam.cz Abstract: The aim of this thesis is to introduce Loss given default as one of the parameters of credit risk. The thesis discusses the basic characters and meth- ods of LGD calculation. It also points out the common use of linear regression models and generalized linear models which are used in practice to estimate LGD parameter. Individual mathematical models and statistical methods for estima- tions of the parameters of such models are concisely described and consequently applied on simulated data. Keywords: LGD, beta regression, OLS, estimation 1
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English