Probabilistic prediction of credit ratings: a filtering approach
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Publication:5085846
DOI10.1080/17442508.2017.1367793zbMATH Open1496.91097OpenAlexW2750770269MaRDI QIDQ5085846FDOQ5085846
Authors: Paola Tardelli 
Publication date: 30 June 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2017.1367793
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Cites Work
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- Point processes and queues. Martingale dynamics
- Exchangeable mixture models for lifetimes: the role of ``occupation numbers.
- Conditional law of lifetimes for a heterogeneous population of living particles via filtering techniques
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- Heterogeneous population dynamical model: a filtering problem
- Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes
- Controlled Heterogeneous Collection: The Role of Occupation Numbers
Cited In (8)
- Automated Credit Rating Prediction in a competitive framework
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio
- Assessing naïve Bayes as a method for screening credit applicants
- Title not available (Why is that?)
- Bayeslan Credit Ratings
- Title not available (Why is that?)
- Credit risk in an economy with new firms arrivals
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