Fuzzy semi-Markov migration process in credit risk
From MaRDI portal
Publication:2445431
DOI10.1016/j.fss.2013.02.016zbMath1284.91563OpenAlexW2085187734MaRDI QIDQ2445431
Publication date: 14 April 2014
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2013.02.016
credit ratingfuzzy marketsinhomogeneous semi-Markov process with fuzzy statesterm structure in fuzzy markets
Markov renewal processes, semi-Markov processes (60K15) Credit risk (91G40) Fuzzy probability (60A86)
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