Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662): Difference between revisions

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+.0226
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+Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
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+An Introduction to Credit Risk Modeling
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+Homogeneous semi-Markov reliability models for credit risk management
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+Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
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+Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
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+Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions
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+An inhomogeneous semi-Markov model for the term structure of credit risk spreads
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+Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
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+Fuzzy semi-Markov migration process in credit risk
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