Bayesian inference for credit risk with serially dependent factor model (Q4911216)
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scientific article; zbMATH DE number 6144862
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| English | Bayesian inference for credit risk with serially dependent factor model |
scientific article; zbMATH DE number 6144862 |
Statements
14 March 2013
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default probability
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asset correlation
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serially dependent factor model
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Bayesian inference
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0.8391171097755432
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0.8023476004600525
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0.7687264680862427
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