Bayesian modelling of credit risk using integrated nested Laplace approximations

Publication details

• Publisher: Norsk Regnesentral
• Series: NR-notat (SAMBA/47/08)
• Year: 2009
• Issue: SAMBA/47/08
• Number of pages: 25
• Link:
  • FULLTEKST: http://publications.nr.no/4949/Wilhelmsen_-_Bayesian_modelling_of_credit_risk_using_integrated.pdf