Pages that link to "Item:Q3607869"
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The following pages link to A simple Markov chain structure for the evolution of credit ratings (Q3607869):
Displaying 9 items.
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Modeling rating transitions with instantaneous default (Q1670151) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- (Q3607221) (← 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)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)