Default probability estimation in small samples—with an application to sovereign bonds (Q5400656): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3521319 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On sovereign credit migration: a study of alternative estimators and rating dynamics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Default Estimation and Expert Information / rank | |||
Normal rank | |||
Latest revision as of 10:49, 7 July 2024
scientific article; zbMATH DE number 6265440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default probability estimation in small samples—with an application to sovereign bonds |
scientific article; zbMATH DE number 6265440 |
Statements
Default probability estimation in small samples—with an application to sovereign bonds (English)
0 references
4 March 2014
0 references
low-default portfolios
0 references
empirical Bayes
0 references
sovereign default risk
0 references
simulation study
0 references
survival analysis
0 references
