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Search: subject:"Cumulative link"
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Credit risk
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Cumulative link
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European journal of operational research : EJOR
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Quantitative finance
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ECONIS (ZBW)
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Predicting credit ratings and transition probabilities : a simple
cumulative
link
model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
Saved in:
2
Modelling credit grade migration in large portfolios using cumulative t-link transition models
Forster, Jonathan J.
;
Buzzacchi, Matteo
;
Sudjianto, Agus
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 977-984
Persistent link: https://www.econbiz.de/10011521936
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