Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Extending the Latent Variable Approach to Rating Validation - Including Finite Mixture Distributions and Censored Observations. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04..
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | German |
| Title | Extending the Latent Variable Approach to Rating Validation - Including Finite Mixture Distributions and Censored Observations |
| Event | Workshop Risikomanagement |
| Year | 2009 |
| Date | 02.04.-04.04. |
| Country | Austria |
| Location | Universität Innsbruck - Obergurgl |
Associations
- Projects
- Modelling Unobserved Heterogeneity Using Mixtures
- Modelling the rating process and rating validation
- People
- Grün, Bettina (Details)
- Hofmarcher, Paul (Details)
- Hornik, Kurt (Details)
- Leitner, Christoph (Details)
- Pichler, Stefan (Details)
- Organization
- Institute for Banking and Finance
IN
(Former organization)
- Institut f. Präsides SO (Details)
- Institute for Statistics and Mathematics IN (Details)
- Research Institute for Computational Methods FI (Details)