Default Estimation for Low-Default Portfolios

The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option

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Year of publication:	[2009]
Authors:	Kiefer, Nicholas M.
Publisher:	[2009]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (29 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2006 erstellt
Other identifiers:	10.2139/ssrn.945140 [DOI]
Classification:	C11 - Bayesian Analysis ; C13 - Estimation ; C44 - Statistical Decision Theory; Operations Research ; G18 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012721497