Reinforced urn processes for credit risk models (Q473338): Difference between revisions
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Revision as of 21:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinforced urn processes for credit risk models |
scientific article |
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Reinforced urn processes for credit risk models (English)
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24 November 2014
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default rate estimation
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multivariate beta distribution
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Polya urn
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rating migration matrix estimation
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reinforced urn processes
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