Fuzzy semi-Markov migration process in credit risk (Q2445431): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.fss.2013.02.016 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2085187734 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Semi-Markov Model for Reliability and Survival Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical estimation for discrete-time semi-Markov processes with applications in reliability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3943082 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-neutral valuation: Pricing and hedging of financial derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit risk: Modelling, valuation and hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional probability, fuzzy sets, and possibility: a unifying view / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing credit default swap in a non-homogeneous semi-Markovian rating based model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A semi-Markov maintenance model with credit rating application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating Recruitment Strategies Using Fuzzy Set Theory in Stochastic Manpower Planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematics of financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Models of Default Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using fuzzy sets in manpower planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are grades of membership probabilities? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5635252 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3326556 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Cox processes and credit risky securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for incomplete manpower data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4231218 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4494274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The rate of occurrence of failures for semi-Markov processes and estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of nonhomogeneous semi-Markov systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some reward paths in semi-Markov models with stochastic selection of the transition probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methods of matrix algebra / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3551119 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4786441 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-negative matrices and Markov chains. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Markov systems with fuzzy states / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy non-homogeneous Markov systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inhomogeneous semi-Markov model for the term structure of credit risk spreads / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-homogeneous semi-Markov systems and maintainability of the state sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3583113 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of Markov systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The evolution of the theory of non-homogeneous Markov systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability measures of fuzzy events / rank
 
Normal rank

Latest revision as of 09:12, 8 July 2024

scientific article
Language Label Description Also known as
English
Fuzzy semi-Markov migration process in credit risk
scientific article

    Statements

    Fuzzy semi-Markov migration process in credit risk (English)
    0 references
    0 references
    14 April 2014
    0 references
    credit rating
    0 references
    fuzzy markets
    0 references
    inhomogeneous semi-Markov process with fuzzy states
    0 references
    term structure in fuzzy markets
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers