Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 91G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J20
@@ Property / Mathematics Subject Classification ID: 60J20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J12
@@ Property / Mathematics Subject Classification ID: 62J12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6636518
@@ Property / zbMATH DE Number: 6636518 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov processes
@@ Property / zbMATH Keywords: Markov processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cumulative link
@@ Property / zbMATH Keywords: cumulative link / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy-tailed
@@ Property / zbMATH Keywords: heavy-tailed / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+logistic
@@ Property / zbMATH Keywords: logistic / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+probit
@@ Property / zbMATH Keywords: probit / rank @@
+Normal rank

Revision as of 03:26, 28 June 2023