Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (Q3499433)

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Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
scientific article

    Statements

    title
    Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (English)
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    author
    Konrad Banachewicz
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    André Lucas
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    Aad W. van der Vaart
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    publication date
    29 May 2008
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    Identifiers

    zbMATH DE Number
    5281613
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