Lumpable Markov chains in risk management
type: Item
instance of: scholarly article
title: Lumpable Markov chains in risk management
zbMATH Open document ID: 1258.90105
author: M. I. Loizides
author: Athanasios Yannacopoulos
published in: Optimization Letters
publication date: 2012-11-30T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6111670
zbMATH Keywords: risk management
zbMATH Keywords: Markov chains
zbMATH Keywords: lumpability
MaRDI profile type: Publication
full work available at URL: s11590-010-0275-x
OpenAlex ID: W1970492708
cites work: Q4788601
cites work: Bounding the lumping error in Markov chain dynamics
cites work: Q3262596
cites work: Lumpability and Commutativity of Markov Processes
cites work: MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING
DOI: 10.1007/S11590-010-0275-X
description: scientific article; zbMATH DE number 6111670