Reinforced urn processes for credit risk models (Q473338): Difference between revisions
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Property / author: Antonietta Mira / rank | |||
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Property / author: Pietro Muliere / rank | |||
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Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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Property / Mathematics Subject Classification ID: 62G99 / rank | |||
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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Property / Mathematics Subject Classification ID: 60C05 / rank | |||
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Property / Mathematics Subject Classification ID: 60G09 / rank | |||
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Property / zbMATH DE Number: 6372123 / rank | |||
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default rate estimation | |||
Property / zbMATH Keywords: default rate estimation / rank | |||
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multivariate beta distribution | |||
Property / zbMATH Keywords: multivariate beta distribution / rank | |||
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Polya urn | |||
Property / zbMATH Keywords: Polya urn / rank | |||
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rating migration matrix estimation | |||
Property / zbMATH Keywords: rating migration matrix estimation / rank | |||
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reinforced urn processes | |||
Property / zbMATH Keywords: reinforced urn processes / rank | |||
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Revision as of 18:17, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Reinforced urn processes for credit risk models |
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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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