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Forecasting credit portfolio components with a Markov chain model - MaRDI portal

Forecasting credit portfolio components with a Markov chain model (Q2261757)

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Forecasting credit portfolio components with a Markov chain model
scientific article

    Statements

    title
    Forecasting credit portfolio components with a Markov chain model (English)
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    author
    G. A. Timofeeva
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    N. A. Timofeev
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    publication date
    13 March 2015
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G40
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    60J10
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    60J20
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    zbMATH DE Number
    6414301
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