Markov chain models for delinquency: Transition matrix estimation and forecasting (Q2862424): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain models for delinquency: Transition matrix estimation and forecasting |
scientific article |
Statements
Markov chain models for delinquency: Transition matrix estimation and forecasting (English)
0 references
15 November 2013
0 references
delinquency movement matrix
0 references
Dirichlet-multinomial posterior
0 references
empirical Bayes
0 references
loss forecasts
0 references
portfolio valuation
0 references
roll rates
0 references
