A novel method for combining estimates of default probabilities coming from different sources. Based on finite mixture models, induced by the available covariates
Bayesian Credit rating assessment
CERCHIELLO, PAOLA;GIUDICI, PAOLO STEFANO
2014-01-01
Abstract
A novel method for combining estimates of default probabilities coming from different sources. Based on finite mixture models, induced by the available covariatesFile in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
