Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models
From MaRDI portal
Publication:1929893
DOI10.1155/2012/123635zbMath1260.60176WikidataQ58697753 ScholiaQ58697753MaRDI QIDQ1929893
Guglielmo D'Amico, Raimondo Manca, Jacques Janssen
Publication date: 10 January 2013
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://www.openaccessrepository.it/record/47926
semi-Markov processes; modelling of credit rating migrations; mono-unireducible topological structure
60K15: Markov renewal processes, semi-Markov processes
91G80: Financial applications of other theories
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