Markov chain models for delinquency: transition matrix estimation and forecasting (Q2862424)
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scientific article; zbMATH DE number 6227416
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| English | Markov chain models for delinquency: transition matrix estimation and forecasting |
scientific article; zbMATH DE number 6227416 |
Statements
15 November 2013
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delinquency movement matrix
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Dirichlet-multinomial posterior
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empirical Bayes
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loss forecasts
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portfolio valuation
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roll rates
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Markov chain models for delinquency: transition matrix estimation and forecasting (English)
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0.8075602054595947
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0.7892349362373352
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0.7568127512931824
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0.7534577250480652
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