Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089)

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Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
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    Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (English)
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    5 March 2013
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    credit rating
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    inhomogeneous Markov chain
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    survival probabilities
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    asymptotic behaviour and estimation
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