Estimating short-term default probabilities conditional to economic conditions : applications of regularisation approach and economic adjustment coefficients
Year of publication: |
2025
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Authors: | Siti Aisyah Mustafa ; Safwan Mohd Nor ; Zairihan Abdul Halim ; Zawawi, Nur Haiza Muhammad |
Published in: |
Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy. - Warsaw : De Gruyter, Versita, ISSN 1847-9375, ZDB-ID 2759390-3. - Vol. 16.2025, 1, p. 178-197
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Subject: | credit ratings | default probability | Markov framework | regularisation approach | economic adjustment coefficients | Kreditrisiko | Credit risk | Wirtschaftliche Anpassung | Economic adjustment | Kreditwürdigkeit | Credit rating | Schätzung | Estimation | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
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