A coupled Markov chain approach to credit risk modeling (Q433652): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0911.3802 / rank | |||
Normal rank | |||
Revision as of 14:34, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coupled Markov chain approach to credit risk modeling |
scientific article |
Statements
A coupled Markov chain approach to credit risk modeling (English)
0 references
5 July 2012
0 references
credit risk
0 references
Markov models
0 references
ratings
0 references
conditional value-at-risk
0 references
Bond portfolios
0 references
