Bayesian synthesis of portfolio credit risk with missing ratings

Dror Parnes

Year of publication:	2015
Authors:	Parnes, Dror
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 1, p. 45-69
Subject:	Bayesian modelling \| Maximum likelihood estimation \| Portfolio credit risk \| Original research \| Kreditrisiko \| Credit risk \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Bayes-Statistik \| Bayesian inference \| Maximum-Likelihood-Schätzung

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