Estimation of default probabilities using incomplete contracts data

JMCS Silva; JMR Murteira

doi:10.1016/j.jempfin.2008.11.003

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Journal article

Estimation of default probabilities using incomplete contracts data

JMCS Silva and JMR Murteira

JOURNAL OF EMPIRICAL FINANCE, Vol.16(3), pp.457-465

01/06/2009

DOI: https://doi.org/10.1016/j.jempfin.2008.11.003

Abstract

Social Sciences

Business

Finance

Economics

Business & Economics

BUSINESS

FINANCE

ECONOMICS

Beta-binomial distribution

Credit scoring

Population drift

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MODEL

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Title: Estimation of default probabilities using incomplete contracts data
Creators: JMCS Silva
JMR Murteira
Publication Details: JOURNAL OF EMPIRICAL FINANCE, Vol.16(3), pp.457-465
Publisher: ELSEVIER SCIENCE BV
Date published: 01/06/2009
Date submitted: 16/05/2017
Identifiers: 99513278102346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

Estimation of default probabilities using incomplete contracts data

Abstract

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