Confidence sets and confidence bands for a beta distribution with applications to credit risk management
Seksan Kiatsupaibul, Anthony J. Hayter, Sarunya Somsong
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Kiatsupaibul, Seksan ; Hayter, Anthony J. ; Somsong, Sarunya |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 98-104
|
| Subject: | Credit risk | Loss given default | Beta distribution | Multiple comparison | Confidence band | Kreditrisiko | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740758