Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953)
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scientific article; zbMATH DE number 5997611
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| English | Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions |
scientific article; zbMATH DE number 5997611 |
Statements
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (English)
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13 January 2012
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age index
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mono-unireducibility
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non-homogeneity
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asymptotic behaviour
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0.8988627195358276
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0.8707128167152405
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0.8525794148445129
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0.8474060893058777
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