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Calabrese, Raffaella (2014) Downturn Loss Given Default: Mixture distribution estimation. European Journal of Operational Research, 237 (1). pp. 271-277. DOI https://doi.org/10.1016/j.ejor.2014.01.043
Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.