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Forecasting and analyzing insurance companies' ratings

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Author Info

  • Van Gestel, Tony
  • Martens, David
  • Baesens, Bart
  • Feremans, Daniel
  • Huysmans, Johan
  • Vanthienen, Jan

Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V92-4P47TXP-1/2/c1af9f2d3c7eeea304cd1dd4bb327012
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 23 (2007)
Issue (Month): 3 ()
Pages: 513-529

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Handle: RePEc:eee:intfor:v:23:y:2007:i:3:p:513-529

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Web page: http://www.elsevier.com/locate/ijforecast

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Cited by:
  1. 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).
  2. 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.
  3. 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.
  4. 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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