Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038): Difference between revisions
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Revision as of 02:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Markov reliability models with recurrence times and credit rating applications |
scientific article |
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Semi-Markov reliability models with recurrence times and credit rating applications (English)
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23 November 2009
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Summary: We show how it is possible to construct efficient duration dependent semi-Markov reliability models by considering recurrence time processes. We define generalized reliability indexes and we show how it is possible to compute them. Finally, we describe a possible application in the study of credit rating dynamics by considering the credit rating migration as a reliability problem.
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