Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices
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Publication:4596247
DOI10.1007/978-3-319-42902-1_71zbMath1376.91168MaRDI QIDQ4596247
D. V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug
Publication date: 1 December 2017
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-42902-1_71
91G40: Credit risk
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