Pages that link to "Item:Q1696966"
From MaRDI portal
The following pages link to Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966):
Displaying 4 items.
- Nonexistence of Markovian time dynamics for graphical models of correlated default (Q415636) (← links)
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- A fast algorithm for numerical solutions to Fortet's equation (Q939562) (← links)