The credit rating process and estimation of transition probabilities : a Bayesian approach
Year of publication: |
2009
|
---|---|
Authors: | Stefanescu, Catalina ; Tunaru, Radu ; Turnbull, Stuart M. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 216-234
|
Subject: | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Bewertung | Evaluation | Bayes-Statistik | Bayesian inference |
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