Bayesian Modelling of Small and Medium Sized Companies' Defaults

  • Mathilde Wilhelmsen
  • Xeni Kristine Dimakos
  • Tore Anders Husebø
  • Marit Fiskaaen

Publication details

  • Part of: Rethinking Risk Measurement and Reporting (Risk Books, Incisive Financial Publishing Ltd, 2010)
  • Pages: 345–368
  • Year: 2010