Pages that link to "Item:Q2259722"
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The following pages link to Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk (Q2259722):
Displaying 4 items.
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- Confidence sets and confidence bands for a beta distribution with applications to credit risk management (Q2364012) (← links)
- Default Estimation and Expert Information (Q3160951) (← links)
- Moody's correlated binomial default distributions for inhomogeneous portfolios (Q3169218) (← links)