Estimation of default probabilities using incomplete contracts data
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- J. M. R. Murteira & Joao M. C. Santos Silva, 2000. "Estimation of Default Probabilities Using Incomplete Contracts Data," Econometric Society World Congress 2000 Contributed Papers 1121, Econometric Society.
References listed on IDEAS
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More about this item
KeywordsBeta-binomial distribution Credit scoring Population drift;
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