Modeling rating transitions with instantaneous default (Q1670151)

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scientific article; zbMATH DE number 6931997
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English
Modeling rating transitions with instantaneous default
scientific article; zbMATH DE number 6931997

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    Modeling rating transitions with instantaneous default (English)
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    5 September 2018
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    rating
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    Markov process
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    maximum-likelihood
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    asymptotic normality
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