Bayesian migration in credit ratings based on probabilities of default
Year of publication: |
2002
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Authors: | Das, Sanjiv R. ; Fan, Rong ; Geng, Gary |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 12.2002, 3, p. 17-23
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Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Bayes-Statistik | Bayesian inference |
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