Estimation of default probabilities using incomplete contracts data

Journal of Empirical Finance

Volumn 16, Issue 3, 2009, Pages 457-465

  Santos Silva, J M C ^a,c   Murteira, J M R ^b,c  

^a UNIVERSITY OF ESSEX   (United Kingdom)

^b UNIVERSITY OF COIMBRA   (Portugal)

^c CEMAPRE   (Portugal)

Author keywords

Beta binomial distribution; Credit scoring; Population drift

Indexed keywords

EID: 64449086739     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.11.003     Document Type: Article

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