Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953): Difference between revisions

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+Homogeneous semi-Markov reliability models for credit risk management
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+Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
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+Semi-Markov reliability models with recurrence times and credit rating applications
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+Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
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+A realistic non-homogeneous stochastic pension fund model on scenario basis
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+Applied Semi-Markov Processes
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+Semi-Markov Risk Models for Finance, Insurance and Reliability
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+Semi-Markov processes and reliability
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+An inhomogeneous semi-Markov model for the term structure of credit risk spreads
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