Pages that link to "Item:Q3160951"
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The following pages link to Default Estimation and Expert Information (Q3160951):
Displaying 10 items.
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
- Modeling rating transitions (Q743774) (← links)
- A Bayesian approach to modeling mortgage default and prepayment (Q1755411) (← links)
- Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk (Q2259722) (← links)
- Bayesian estimation of a proportional hazards model for double-censored durations (Q5106792) (← links)
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006) (← links)
- Default probability estimation in small samples—with an application to sovereign bonds (Q5400656) (← links)
- Correlated defaults, temporal correlation, expert information and predictability of default rates (Q5864644) (← links)