Calibration of the rating transition model for high and low default portfolios

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Jian, Khedher, Asma, Spreij, Peter
Format:	Preprint
Published:	2024
Subjects:	Risk Management Methodology 91G40, 91G60, 65D15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.00576