smith, Greig
- Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations
2018/09/26 by Marius Pfeuffer, Gonçalo dos Reis, Pfeuffer, Marius +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G55 #62F15 #91G40 #Credit Risk and Financial Regulations #FOS: Economics and business #Probability and Risk Models #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Statistical Methods and Inference