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Comparison of credit scoring models on probability of default estimation for US banks
Gurný, Petr; Gurný, Martin - In: Prague economic papers : a bimonthly journal of … 22 (2013) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10010226491
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The art of probability-of-default curve calibration
Tasche, Dirk - In: The journal of credit risk : published quarterly by … 9 (2013/14) 4, pp. 63-103
Persistent link: https://www.econbiz.de/10010233807
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Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver; Schiemert, Richard; Wilkens, Marco - In: The journal of credit risk : published quarterly by … 9 (2013/14) 4, pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
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Intensity models and transition probabilities for credit card loan delinquencies
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 236 (2014) 2, pp. 685-694
Persistent link: https://www.econbiz.de/10010367200
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A duration dependent rating migration model : real data application and cost of capital estimation
D'Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; … - In: Finance a úvěr 64 (2014) 3, pp. 233-245
Persistent link: https://www.econbiz.de/10010373383
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Is default probability associated with corporate social responsibility?
Chang, Ta-cheng; Yan, Yun-chia; Chou, Li-chuan - In: Asia-Pacific journal of accounting & economics : APJAE 20 (2013) 4, pp. 457-472
Persistent link: https://www.econbiz.de/10010250674
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Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
Ando, Tomohiro - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 454-465
Persistent link: https://www.econbiz.de/10010251681
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Default probability estimation via pair copula constructions
Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
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The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang; Zhao, Dianli - In: Journal of mathematical finance 5 (2015) 3, pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
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An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011525108