An extended likelihood framework for modelling discretely observed credit rating transitions
M. Pfeuffer, L. Möstel and M. Fischer
| Year of publication: |
2019
|
|---|---|
| Authors: | Pfeuffer, Marius ; Möstel, Linda ; Fischer, Matthias |
| Subject: | EM algorithm | Embedding problem | Generator matrix | Genetic algorithm | Markov chain | Simulated annealing | Markov-Kette | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm | Kreditwürdigkeit | Credit rating | Algorithmus | Algorithm | Simulation | Mathematische Optimierung | Mathematical programming | Kreditrisiko | Credit risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1465196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194622