Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025): Difference between revisions

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+https://doi.org/10.1007/s11009-009-9142-6
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+W2093860101
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+Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
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+An Introduction to Credit Risk Modeling
@@ Property / cites work: An Introduction to Credit Risk Modeling / rank @@
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+Homogeneous semi-Markov reliability models for credit risk management
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+Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
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+Applied Semi-Markov Processes
@@ Property / cites work: Applied Semi-Markov Processes / rank @@
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+An inhomogeneous semi-Markov model for the term structure of credit risk spreads
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