@article{calibrationoftheratingtransitionmodel,
  title = {Calibration of the rating transition model for high and low default portfolios},
  author = {Jian He and Asma Khedher and Peter Spreij},
  year = {2024},
  eprint = {2405.00576},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.00576v1},
}