Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2141111187 / rank | |||
Normal rank | |||
Revision as of 23:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Markov reliability models with recurrence times and credit rating applications |
scientific article |
Statements
Semi-Markov reliability models with recurrence times and credit rating applications (English)
0 references
23 November 2009
0 references
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.
0 references
