A coupled Markov chain approach to credit risk modeling (Q433652)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6053461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A coupled Markov chain approach to credit risk modeling |
scientific article; zbMATH DE number 6053461 |
Statements
A coupled Markov chain approach to credit risk modeling (English)
0 references
5 July 2012
0 references
credit risk
0 references
Markov models
0 references
ratings
0 references
conditional value-at-risk
0 references
Bond portfolios
0 references
0 references
0.9502266
0 references
0 references
0.91708034
0 references
0.9161931
0 references
0.9092516
0 references
0.9065292
0 references
0.90367997
0 references
0 references
