Homogeneous semi-Markov reliability models for credit risk management

DOI10.1007/s10203-005-0055-8zbMath1125.91341MaRDI QIDQ816444

Raimondo Manca, Guglielmo D'Amico, Jacques Janssen

Publication date: 9 March 2006

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-005-0055-8

Mathematics Subject Classification ID

90B25: Reliability, availability, maintenance, inspection in operations research

60K15: Markov renewal processes, semi-Markov processes

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

91G40: Credit risk

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