Pages that link to "Item:Q5079370"
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The following pages link to Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370):
Displaying 3 items.
- Bayeslan Credit Ratings (Q5419330) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty (Q6592291) (← links)