Pages that link to "Item:Q519025"
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The following pages link to Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025):
Displaying 10 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
- (Q3607221) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)