Consensus information and consensus rating. A note on methodological problems of rating aggregation

DOI10.1007/978-3-319-28697-6_50zbMATH Open1341.91111OpenAlexW2346264090MaRDI QIDQ2806958FDOQ2806958

Authors: C. Lehmann, Daniel Tillich 

Publication date: 19 May 2016

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28697-6_50

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Credit risk (91G40)

Cited In (1)

• Country credit-risk rating aggregation via the separation-deviation model†

Uses Software

• QRM

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