Probabilistic prediction of credit ratings: a filtering approach (Q5085846)

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scientific article; zbMATH DE number 7550694
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Probabilistic prediction of credit ratings: a filtering approach
scientific article; zbMATH DE number 7550694

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    Probabilistic prediction of credit ratings: a filtering approach (English)
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    30 June 2022
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    heterogeneous populations
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    exchangeability
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    default
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    filtering
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