New definition of default - recalibration of credit risk models using Bayesian approach
Year of publication: |
2022
|
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Authors: | Ptak-Chmielewska, Aneta ; Kopciuszewski, Paweł |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 1, Art.-No. 16, p. 1-16
|
Subject: | new definition of default | credit risk models | Bayesian approach | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Theorie | Theory | Insolvenz | Insolvency | Finanzdienstleistung | Financial services |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks10010 [DOI] 10.3390/risks10010016 [DOI] hdl:10419/258327 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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