Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Year of publication: |
September 8, 2016
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Authors: | Tillich, Daniel |
Publisher: |
Dresden : Technische Universität Dresden, Fakultät Wirtschaftswissenschaften |
Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Clusteranalyse | Cluster analysis | Schätztheorie | Estimation theory | Längsschnittanalyse | Longitudinal analysis | Theorie | Theory | Auskunftei | Enquiry agency | Deutschland | Germany |
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