Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025): Difference between revisions
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| Property / cites work: Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models / rank | |||
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| Property / cites work: An Introduction to Credit Risk Modeling / rank | |||
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| Property / cites work: Homogeneous semi-Markov reliability models for credit risk management / rank | |||
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| Property / cites work: Valuing credit default swap in a non-homogeneous semi-Markovian rating based model / rank | |||
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| Property / cites work: Applied Semi-Markov Processes / rank | |||
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| Property / cites work: An inhomogeneous semi-Markov model for the term structure of credit risk spreads / rank | |||
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Latest revision as of 20:41, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models |
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Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (English)
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28 May 2010
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backward and forward processes
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semi-Markov processes
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credit risk migration model
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reliability
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