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Default Estimation for Low-Default Portfolios (in English)
Nicholas M. Kiefer
(Author)
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Createspace Independent Publishing Platform
· Paperback
Default Estimation for Low-Default Portfolios (in English) - Kiefer, Nicholas M.
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Synopsis "Default Estimation for Low-Default Portfolios (in English)"
The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.
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The book is written in English.
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