Publication:4687018
From MaRDI portal
zbMath1397.62102MaRDI QIDQ4687018
J. J. J. Roux, Andriëtte Bekker, L. J. S. Bodvin
Publication date: 10 October 2018
Full work available at URL: https://hdl.handle.net/10520/EJC99139
Bayes estimation; calibration; multinomial distribution; Shannon entropy; credit ratings; probability of default; bivariate beta distributions
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
62B10: Statistical aspects of information-theoretic topics