Default probability estimation in small samples—with an application to sovereign bonds (Q5400656): Difference between revisions
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Revision as of 20:24, 19 March 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)
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4 March 2014
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low-default portfolios
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empirical Bayes
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sovereign default risk
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simulation study
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survival analysis
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