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Modelling the loss given default distribution via a family of zero-and-one inflated mixture models

Tomarchio, SD; Punzo, A

Punzo, A (reprint author), Univ Catania, Dipartimento Econ & Impresa, Corso Italia 55, I-95129 Catania, Italy.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 2019; 182 (4): 1247

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