A Bayesian inference model for the credit rating scale
Philipp Gmehling and Pierfrancesco La Mura
| Year of publication: |
2016
|
|---|---|
| Authors: | Gmehling, Philipp ; La Mura, Pierfrancesco |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 17.2016, 4, p. 390-404
|
| Subject: | Credit risk disclosure | Probability of default | Rating agencies | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Ratingagentur | Rating agency | Bayes-Statistik | Bayesian inference | Theorie | Theory | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-04-2016-0055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572088