@article{ratingtransitionsforecastingafiltering,
  title = {Rating transitions forecasting: a filtering approach},
  author = {Areski Cousin and Jérôme Lelong and Tom Picard},
  year = {2021},
  eprint = {2109.10567},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.10567v4},
}