Pages that link to "Item:Q323448"
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The following pages link to Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448):
Displaying 3 items.
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- Assessing Markov property in multistate transition models with applications to credit risk modeling (Q6574579) (← links)