Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (Q2030488)
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scientific article; zbMATH DE number 7355998
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| English | Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework |
scientific article; zbMATH DE number 7355998 |
Statements
Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (English)
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7 June 2021
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finance
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credit risk modelling
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discrete Markov chains
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lumpability
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0.7941277623176575
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0.708913266658783
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0.7079564332962036
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0.7026721239089966
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0.68939608335495
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