Correlated defaults, temporal correlation, expert information and predictability of default rates (Q5864644)
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scientific article; zbMATH DE number 7538213
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| English | Correlated defaults, temporal correlation, expert information and predictability of default rates |
scientific article; zbMATH DE number 7538213 |
Statements
Correlated defaults, temporal correlation, expert information and predictability of default rates (English)
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8 June 2022
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Basel II
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Bayesian inference
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maximum entropy
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prior elicitation
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risk management
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time series
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0.8815558
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0.87761086
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0.87249875
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0.8681462
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0.86761594
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0.8480164
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0.84467274
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