Pages that link to "Item:Q433652"
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The following pages link to A coupled Markov chain approach to credit risk modeling (Q433652):
Displaying 18 items.
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Hybrid Monte Carlo methods in credit risk management (Q487525) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Credit scoring by incorporating dynamic networked information (Q2189902) (← links)
- Dynamic hedging of portfolio credit risk in a Markov copula model (Q2247917) (← links)
- (Q3607208) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior (Q3693251) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (Q4927279) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)
