scientific article; zbMATH DE number 6144862

zbMath1258.91223MaRDI QIDQ4911216

Chih-Tun Yu, Yi-Ping Chang, Huimei Liu

Publication date: 14 March 2013

Full work available at URL: http://ijims.ms.tku.edu.tw/mss/M22/M22N2/o22n23/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bayesian inferencedefault probabilityasset correlationserially dependent factor model

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Bayesian inference (62F15) Credit risk (91G40)

Related Items (1)

Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk

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