Markov chain models for delinquency: transition matrix estimation and forecasting (Q2862424)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Markov chain models for delinquency: transition matrix estimation and forecasting |
scientific article; zbMATH DE number 6227416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain models for delinquency: transition matrix estimation and forecasting |
scientific article; zbMATH DE number 6227416 |
Statements
15 November 2013
0 references
delinquency movement matrix
0 references
Dirichlet-multinomial posterior
0 references
empirical Bayes
0 references
loss forecasts
0 references
portfolio valuation
0 references
roll rates
0 references
0 references
Markov chain models for delinquency: transition matrix estimation and forecasting (English)
0 references
