Forecasting and analyzing insurance companies' ratings
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 23 (2007)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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- Mizen, Paul & Tsoukas, Serafeim, 2011.
"Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model,"
SIRE Discussion Papers
2011-69, Scottish Institute for Research in Economics (SIRE).
- Paul Mizen & Serafeim Tsoukas, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers 2011_19, Business School - Economics, University of Glasgow.
- Irene Albarrán & J. Miguel Marín & Pablo J. Alonso, 2011. "Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view," Statistics and Econometrics Working Papers ws113729, Universidad Carlos III, Departamento de Estadística y Econometría.
- Martin-Barragan, Belen & Lillo, Rosa & Romo, Juan, 2014. "Interpretable support vector machines for functional data," European Journal of Operational Research, Elsevier, vol. 232(1), pages 146-155.
- TOBBACK, Ellen & MARTENS, David & VAN GESTEL, Tony & BAESENS, Bart, 2012. "Forecasting loss given default models: Impact of account characteristics and the macroeconomic state," Working Papers 2012019, University of Antwerp, Faculty of Applied Economics.
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