A simple Markov chain structure for the evolution of credit ratings (Q3607869)

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scientific article; zbMATH DE number 5520395
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    A simple Markov chain structure for the evolution of credit ratings
    scientific article; zbMATH DE number 5520395

      Statements

      A simple Markov chain structure for the evolution of credit ratings (English)
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      28 February 2009
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      Markov chain
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      evolution of credit ratings
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      generator matrix
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