Estimating delinquency migration and the probability of default from aggregate data
Year of publication: |
2007
|
---|---|
Authors: | Stokes, Jeffrey R. ; Gloy, Brent A. |
Published in: |
Agricultural Finance Review. - Emerald Group Publishing Limited, ISSN 2041-6326, ZDB-ID 2401135-6. - Vol. 67.2007, 1, p. 75-85
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Delinquency | Markov chain | Maximum entropy | Probability of default |
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