Two-dimensional Markovian model for dynamics of aggregate credit loss (Q3572020)
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scientific article; zbMATH DE number 5728746
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| English | Two-dimensional Markovian model for dynamics of aggregate credit loss |
scientific article; zbMATH DE number 5728746 |
Statements
Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss (English)
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30 June 2010
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0.8036402463912964
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0.7958818674087524
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0.7788687348365784
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0.7635958790779114
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0.7595564126968384
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