Modelling small and medium enterprise loan defaults as rare events: The generalized extreme value regression model

Raffaella Calabrese, Silvia Angela Osmetti

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Journal of Applied Statistics
Early online date	3 Apr 2013
DOIs	https://doi.org/10.1080/02664763.2013.784894
Publication status	Published - 3 Oct 2013

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title = "Modelling small and medium enterprise loan defaults as rare events: The generalized extreme value regression model",

author = "Raffaella Calabrese and Osmetti, {Silvia Angela}",

year = "2013",

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language = "English",

journal = "Journal of Applied Statistics",

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T1 - Modelling small and medium enterprise loan defaults as rare events

T2 - The generalized extreme value regression model

AU - Calabrese, Raffaella

AU - Osmetti, Silvia Angela

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DO - 10.1080/02664763.2013.784894

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