Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10955-017-1890-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2763973933 / rank | |||
Normal rank | |||
Revision as of 20:22, 19 March 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
