Reinforced urn processes for credit risk models (Q473338): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Antonietta Mira / rank | |||
| Property / author | |||
| Property / author: Pietro Muliere / rank | |||
Revision as of 12:54, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinforced urn processes for credit risk models |
scientific article |
Statements
Reinforced urn processes for credit risk models (English)
0 references
24 November 2014
0 references
default rate estimation
0 references
multivariate beta distribution
0 references
Polya urn
0 references
rating migration matrix estimation
0 references
reinforced urn processes
0 references
