Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk (Q2259722)
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English | Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk |
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Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk (English)
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5 March 2015
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asset correlation
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Bayesian confidence intervals
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portfolio credit risk
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probability of default
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MCMC
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serial dependence
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