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Addendum to Rubtsov and Petrov (2016):" A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration"(vol 10, pg 83, 2016)

作者

Torsten Pyttlik, Mark Rubtsov, Alexander Petrov

发表日期

2017/1/1

期刊

JOURNAL OF RISK MODEL VALIDATION

卷号

11

期号

1

页码范围

95-97

出版商

INCISIVE MEDIA

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Addendum to Rubtsov and Petrov (2016):" A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration"(vol 10, pg 83, 2016)

T Pyttlik, M Rubtsov, A Petrov - JOURNAL OF RISK MODEL VALIDATION, 2017