Pages that link to "Item:Q433652"

The following pages link to A coupled Markov chain approach to credit risk modeling (Q433652):

Displaying 9 items.

• A dependent hidden Markov model of credit quality (Q448329) (← links)
• Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
• Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
• Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach (Q1787328) (← links)
• Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
• COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
• Credit scoring by incorporating dynamic networked information (Q2189902) (← links)
• Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
• Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)