Reinforced urn processes for credit risk models (Q473338): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
Changed an Item
Property / author
 
Property / author: Antonietta Mira / rank
 
Normal rank
Property / author
 
Property / author: Pietro Muliere / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G40 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62G99 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62F15 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60C05 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G09 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6372123 / rank
 
Normal rank
Property / zbMATH Keywords
 
default rate estimation
Property / zbMATH Keywords: default rate estimation / rank
 
Normal rank
Property / zbMATH Keywords
 
multivariate beta distribution
Property / zbMATH Keywords: multivariate beta distribution / rank
 
Normal rank
Property / zbMATH Keywords
 
Polya urn
Property / zbMATH Keywords: Polya urn / rank
 
Normal rank
Property / zbMATH Keywords
 
rating migration matrix estimation
Property / zbMATH Keywords: rating migration matrix estimation / rank
 
Normal rank
Property / zbMATH Keywords
 
reinforced urn processes
Property / zbMATH Keywords: reinforced urn processes / rank
 
Normal rank

Revision as of 18:17, 30 June 2023

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
    0 references
    0 references
    0 references
    0 references
    0 references
    24 November 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    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