Pages that link to "Item:Q3178435"
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The following pages link to Semi‐Markov Migration Models for Credit Risk (Q3178435):
Displaying 5 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- (Q3607208) (← links)
- Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior (Q3693251) (← links)
- The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)