Reinforced urn processes for credit risk models (Q473338)
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: Reinforced urn processes for credit risk models |
scientific article; zbMATH DE number 6372123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinforced urn processes for credit risk models |
scientific article; zbMATH DE number 6372123 |
Statements
Reinforced urn processes for credit risk models (English)
0 references
24 November 2014
0 references
default rate estimation
0 references
multivariate beta distribution
0 references
Polya urn
0 references
rating migration matrix estimation
0 references
reinforced urn processes
0 references
0 references
0 references
