Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025)

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Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
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    Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (English)
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    28 May 2010
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    backward and forward processes
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    semi-Markov processes
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    credit risk migration model
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    reliability
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