Dependent Credit Migrations

By Alexander J. McNeil, Jonathan Wendin. 2006

58 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/ed4c2d6ed4fa6348592789f345ec2c9ac457b343

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Cornelis W. Oosterlee
2. Xinzheng Huang
3. Peter A. Forsyth
4. Eduardo Abi Jaber

Citations in the corpus

• Generalized beta regression models for random loss given default (2008, methodology): “This is similar to the joint generalized linear model (JGLM) from the GLM framework (see, for example, Nelder and Lee (1991) and Lee and Nelder (1998)).”