The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (Q2866402)
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scientific article; zbMATH DE number 6238237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit |
scientific article; zbMATH DE number 6238237 |
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The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (English)
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13 December 2013
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Markov process
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transition
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probability
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credit risk
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non-performing credit
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