Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089)
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scientific article; zbMATH DE number 6141599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk |
scientific article; zbMATH DE number 6141599 |
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Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (English)
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5 March 2013
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credit rating
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inhomogeneous Markov chain
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survival probabilities
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asymptotic behaviour and estimation
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