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

DOI10.1007/978-3-319-28697-6_50MaRDI QIDQ2806958zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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

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• QRM

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