Rating frailty, Bayesian updates, and portfolio credit risk analysis
Shang Bu, Nan Guo and Lingfei Li
| Year of publication: |
2022
|
|---|---|
| Authors: | Bu, Shang ; Guo, Nan ; Li, Lingfei |
| Subject: | Credit rating | Frailty | Portfolio credit risk | Surveillance | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Kreditwürdigkeit | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.2013519 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367859