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"Modelling credit grade migration in large portfolios using cumulative ..."

Jonathan J. Forster et al. (2016)

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DOI: 10.1016/J.EJOR.2016.03.017

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jonathan J. Forster, Matteo Buzzacchi, Agus Sudjianto, Risa Nagao:
Modelling credit grade migration in large portfolios using cumulative t-link transition models. Eur. J. Oper. Res. 254(3): 977-984 (2016)

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