Pages that link to "Item:Q973025"
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The following pages link to Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025):
Displaying 12 items.
- A semi-Markov approach to the stock valuation problem (Q470678) (← links)
- A customer's utility measure based on the reliability of multi-state systems (Q538269) (← links)
- Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953) (← links)
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- A new multivariate Markov chain model for adding a new categorical data sequence (Q1718556) (← links)
- Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Semi-Markov Disability Insurance Models (Q2862292) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)