Markov chain models for delinquency: Transition matrix estimation and forecasting (Q2862424): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1002/asmb.827 / rank
 
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Latest revision as of 02:11, 7 July 2024

scientific article
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Markov chain models for delinquency: Transition matrix estimation and forecasting
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    Markov chain models for delinquency: Transition matrix estimation and forecasting (English)
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    15 November 2013
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    delinquency movement matrix
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    Dirichlet-multinomial posterior
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    empirical Bayes
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    loss forecasts
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    portfolio valuation
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    roll rates
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