Credit portfolios, credibility theory, and dynamic empirical Bayes
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Publication:1952686
DOI10.5402/2012/832175zbMath1266.91116OpenAlexW2087090496WikidataQ58692681 ScholiaQ58692681MaRDI QIDQ1952686
Publication date: 3 June 2013
Published in: ISRN Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5402/2012/832175
Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Credit risk (91G40)
Uses Software
Cites Work
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