Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025)
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scientific article; zbMATH DE number 5713406
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| English | Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models |
scientific article; zbMATH DE number 5713406 |
Statements
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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0.8708771467208862
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0.8707128167152405
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0.821927011013031
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0.8101722002029419
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