The following pages link to (Q3607221):
Displaying 7 items.
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Reward algorithms for semi-Markov processes (Q1694515) (← links)
- Modeling country risk ratings using partial orders (Q2433445) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- A Model of Pairwise Credit (Q4211626) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)