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Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio - MaRDI portal

Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626)

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Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio
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    Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (English)
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    22 April 2010
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    dependencies
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    rating categories
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    prediction
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    credit risk portfolio
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