Credit Risk Models with Incomplete Information.

Xin Guo Robert A. Jarrow Yan Zeng

Published in: Math. Oper. Res. (2009)

Keyphrases

incomplete information
credit risk
partial information
missing information
probabilistic model
autonomous agents
query answering
decision making
long term
state space
risk analysis
credit risk evaluation
databases
credit scoring
historical data
learning algorithm
data mining