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:
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