On a multivariate Markov chain model for credit risk measurement (Q3375399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a multivariate Markov chain model for credit risk measurement |
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On a multivariate Markov chain model for credit risk measurement (English)
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8 March 2006
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correlated credit migrations
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linear programming
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transition matrices
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credibility theory
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