Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:58, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain model with catastrophe to determine mean time to default of credit risky assets |
scientific article |
Statements
Markov chain model with catastrophe to determine mean time to default of credit risky assets (English)
0 references
15 February 2018
0 references
defaultable assets
0 references
discrete time Markov chain
0 references
mean time to default
0 references
credit ratings
0 references
