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The distribution of defaults and Bayesian model validation

5 references·2 citing·31 second hop

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References

1983Limited-Dependent and Qualitative Variables in Econometrics13,338 cited
2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
2009Frailty Correlated Default547 cited
2005Confidence intervals for probabilities of default102 cited
2001Testing for Rating Consistency in Annual Default Rates44 cited

Cited by

2013Bayesian estimation of probabilities of default for low default portfolios24 cited
2012Improving Default Risk Prediction Using Bayesian Model Uncertainty Techniques21 cited

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