Pages that link to "Item:Q2384624"
From MaRDI portal
The following pages link to Random effects model for credit rating transitions (Q2384624):
Displaying 12 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Modeling rating transitions (Q743774) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (Q2030488) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
- (Q3607221) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Robust cost-sensitive kernel method with Blinex loss and its applications in credit risk evaluation (Q6079131) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- A new ordinal mixed-data sampling model with an application to corporate credit rating levels (Q6556109) (← links)