Rating Migrations

DOI10.1007/978-3-540-69179-2_5MaRDI QIDQ3542251zbMATH OpenOpenAlexFDO

Authors Steffi Höse, Stefan Huschens, Robert Wania

Publication date 1 December 2008

Published in Applied Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-69179-2_5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Credit risk (91G40)

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