Pages that link to "Item:Q3552626"
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The following pages link to Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626):
Displaying 10 items.
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Parametric and non-parametric combination model to enhance overall performance on default prediction (Q890642) (← links)
- Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545) (← links)
- Comparing the accuracy of default predictions in the rating industry for different sets of obligors (Q1670155) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- On modeling credit defaults: a probabilistic Boolean network approach (Q2877543) (← links)
- Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization (Q2903133) (← links)
- Modeling the dependence of corporate default (Q3385132) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
