Credit risk - Confidence intervals for corporate default rates - Rating agency default studies provide estimates of mean default rates over multiple time horizons but have never included estimates of the standard errors of the estimates. This is due at least in part to the challenge of accounting for the high degree of correlation induced by their cohort-based methodologies. In this article, the ...

Confidence Intervals for Corporate Default Rates

Cantor, Richard, (2008)

Confidence Intervals for Corporate Default Rates

Cantor, Richard, (2007)

Technology, man and the environment

Hamilton, David Boyce, (1973)