Bounds for rating override rates
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- Dirk Tasche, 2012. "Bounds for rating override rates," Papers 1203.2287, arXiv.org, revised Aug 2012.
References listed on IDEAS
- Dirk Tasche, 2009. "Estimating discriminatory power and PD curves when the number of defaults is small," Papers 0905.3928, arXiv.org, revised Mar 2010.
- Cramer,J. S., 2011.
"Logit Models from Economics and Other Fields,"
Cambridge Books,
Cambridge University Press, number 9780521188036, June.
- Cramer,J. S., 2003. "Logit Models from Economics and Other Fields," Cambridge Books, Cambridge University Press, number 9780521815888, June.
- Dirk Tasche, 2006. "Validation of internal rating systems and PD estimates," Papers physics/0606071, arXiv.org.
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