Smoothing transition probability matrices under a risk sensitive approach
Ahmet Perilioglu, Karina Perilioglu
| Year of publication: |
2017
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|---|---|
| Authors: | Perilioglu, Ahmet ; Perilioglu, Karina |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 10.2016/2017, 4, p. 395-411
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| Subject: | transition probability | credit rating | credit risk | smoothing | term structure of default probabilities | optimisation | Theorie | Theory | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Wahrscheinlichkeitsrechnung | Probability theory | Finanzdienstleistung | Financial services | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011753968