Pages that link to "Item:Q433652"
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The following pages link to A coupled Markov chain approach to credit risk modeling (Q433652):
Displayed 4 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)