Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
type: Item
instance of: scholarly article
title: Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
zbMATH Open document ID: 1487.60133
author: Yanyan Li
published in: European Journal of Operational Research
publication date: 2021-06-07T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 7355998
zbMATH Keywords: finance
zbMATH Keywords: credit risk modelling
zbMATH Keywords: discrete Markov chains
zbMATH Keywords: lumpability
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.11.014
OpenAlex ID: W3103455011
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DOI: 10.1016/J.EJOR.2020.11.014
description: scientific article; zbMATH DE number 7355998