Bayesian Modelling of Small and Medium Sized Companies' Defaults

Wilhelmsen, Mathilde; Dimakos, Xeni Kristine; Husebø, Tore Anders; Fiskaaen, Marit

December 01, 2010

SAMBA

• Published date: December 01, 2010
• Publisher: Risk Books
• Refereed: 0
• Conference:
• Page(s): 22
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• Title: Bayesian Modelling of Small and Medium Sized Companies' Defaults
• Author(s): Wilhelmsen, Mathilde; Dimakos, Xeni Kristine; Husebø, Tore Anders; Fiskaaen, Marit
• ISBN: 978-1-906348-40-3
• Book title: Rethinking Risk Measurement and Reporting, Uncertainty, Bayesian Analysis and Expert Judgement
• Editor: Bocker, Klaus