Pages that link to "Item:Q519025"
From MaRDI portal
The following pages link to Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025):
Displayed 4 items.
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)