The following pages link to (Q3374073):
Displaying 6 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Evolutionary optimization of transition probability matrices for credit decision-making (Q1042511) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (Q2866402) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)