Semi-Markov reliability models with recurrence times and credit rating applications

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Publication:1040038


DOI10.1155/2009/625712zbMath1175.91190WikidataQ58646848 ScholiaQ58646848MaRDI QIDQ1040038

Jacques Janssen, Guglielmo D'Amico, Raimondo Manca

Publication date: 23 November 2009

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224404


60K15: Markov renewal processes, semi-Markov processes

91G40: Credit risk


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