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D. Cheng

20182019

Research output per year

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Research Output

An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages

Cheng, D. & Cirillo, P., Jul 2019, In : Risks. 7, 3, p. 1-21 21 p., 76.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
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  • 1 Citation (Scopus)
    55 Downloads (Pure)

    A reinforced urn process modeling of recovery rates and recovery times

    Cheng, D. & Cirillo, P., 20 Aug 2018, In : Journal of Banking & Finance . 96, p. 1-17

    Research output: Contribution to journalArticleScientificpeer-review

  • 5 Citations (Scopus)

    Prizes

    The First Place Award in EVA 2019 Data Challenge Competition

    Cheng, D. (Recipient) & Liu, Z. (Recipient), 5 Jul 2019

    Prize: Prize (including medals and awards)