Pages that link to "Item:Q2862424"
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The following pages link to Markov chain models for delinquency: transition matrix estimation and forecasting (Q2862424):
Displaying 6 items.
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Estimating discrete Markov models from various incomplete data schemes (Q1927036) (← links)
- Forecasting the Return of the Loan Portfolio on the Basis of Markov Model (Q4600364) (← links)
- Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (Q4927279) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Assessing Markov property in multistate transition models with applications to credit risk modeling (Q6574579) (← links)
