Reinforced urn processes for credit risk models (Q473338)
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scientific article; zbMATH DE number 6372123
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reinforced urn processes for credit risk models |
scientific article; zbMATH DE number 6372123 |
Statements
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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0.8661789298057556
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0.7788291573524475
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0.747390627861023
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0.7459861636161804
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0.7451935410499573
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