Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio
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Publication:3552626
DOI10.1002/asmb.707zbMath1199.91250OpenAlexW4248323162MaRDI QIDQ3552626
Claudia Czado, Carolin Pflüger
Publication date: 22 April 2010
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://epub.ub.uni-muenchen.de/1880/1/paper_511.pdf
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