Pages that link to "Item:Q1927128"
From MaRDI portal
The following pages link to Structural model of credit migration (Q1927128):
Displaying 5 items.
- Quality control for structural credit risk models (Q299230) (← links)
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Risk measurement for portfolio credit risk based on a mixed Poisson model (Q2321449) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- A new model and its numerical method to identify multi credit migration boundaries (Q5028611) (← links)