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Using the Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 673-710
- Print publication:
- November 2011
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- Article
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