Markov chain models for delinquency: Transition matrix estimation and forecasting (Q2862424): Difference between revisions
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Revision as of 21:29, 19 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)
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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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