Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models |
scientific article |
Statements
Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (English)
0 references
28 May 2010
0 references
backward and forward processes
0 references
semi-Markov processes
0 references
credit risk migration model
0 references
reliability
0 references