Bayesian estimation of probabilities of default for low default portfolios
Dirk Tasche
| Year of publication: |
2013
|
|---|---|
| Authors: | Tasche, Dirk |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 6.2012/13, 3, p. 302-326
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| Subject: | low default portfolio | probability of default | upper confidence bound | Bayesian estimator | Bayes-Statistik | Bayesian inference | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Schätzung | Estimation | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010197067