The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (Q2866402)

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The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit
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    The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (English)
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    13 December 2013
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    Markov process
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    transition
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    probability
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    credit risk
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    non-performing credit
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