Pages that link to "Item:Q2448226"
From MaRDI portal
The following pages link to Semi-Markov migration process in a stochastic market in credit risk (Q2448226):
Displaying 8 items.
- Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- ROCOF of higher order for semi-Markov processes (Q2101996) (← links)
- Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
- (Q3607208) (← links)
- Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior (Q3693251) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)