scientific article; zbMATH DE number 5521295
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Publication:3607221
zbMATH Open1164.60057MaRDI QIDQ3607221FDOQ3607221
Authors: D. S. Silvestrov, Evelina D. Silvestrova, Raimondo Manca 
Publication date: 28 February 2009
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- Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk
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- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
- Reward algorithms for semi-Markov processes
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- A Model of Pairwise Credit
- Modeling country risk ratings using partial orders
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