Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (Q2030488): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework |
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Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (English)
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7 June 2021
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finance
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credit risk modelling
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discrete Markov chains
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lumpability
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