Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089): 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/10.1016/j.laa.2012.11.035 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086212982 / rank | |||
Normal rank | |||
Revision as of 01:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk |
scientific article |
Statements
Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (English)
0 references
5 March 2013
0 references
credit rating
0 references
inhomogeneous Markov chain
0 references
survival probabilities
0 references
asymptotic behaviour and estimation
0 references
