Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk

✍ Scribed by Chang, Yi-Ping; Yu, Chih-Tun

• Book ID: 121549692
• Publisher: Springer
• Year: 2013
• Tongue: English
• Weight: 933 KB
• Volume: 29
• Category: Article
• ISSN: 0943-4062
• DOI: 10.1007/s00180-013-0453-2