Estimation of rating class transition probabilities with incomplete data
Year of publication: |
2006
|
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Authors: | Mählmann, Thomas |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 11, p. 3235-3256
|
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory | Messung | Measurement | Theorie | Theory |
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