مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of rating class transition probabilities with incomplete data

Title of article :

Estimation of rating class transition probabilities with incomplete data

Author/Authors :

Thomas M?hlmann، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

3235

To page :

3256

Keywords :

Internal ratings , Transition probabilities , Markov process , Borrower monitoring

Journal title :

Journal of Banking and Finance

Serial Year :

2006

Journal title :

Journal of Banking and Finance

Record number :

193950

Link To Document :