Pages that link to "Item:Q816444"
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The following pages link to Homogeneous semi-Markov reliability models for credit risk management (Q816444):
Displayed 21 items.
- Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions (Q656953) (← links)
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application (Q659113) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- A stochastic model for the HIV/AIDS dynamic evolution (Q954569) (← links)
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models (Q973025) (← links)
- Semi-Markov reliability models with recurrence times and credit rating applications (Q1040038) (← links)
- Reward algorithms for semi-Markov processes (Q1694515) (← links)
- Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models (Q1929893) (← links)
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
- The price leadership share: a new measure of price discovery in financial markets (Q2022925) (← links)
- ROCOF of higher order for semi-Markov processes (Q2101996) (← links)
- Markov models for duration-dependent transitions: selecting the states using duration values or duration intervals? (Q2111318) (← links)
- Determinants of birth-intervals in Algeria: a semi-Markov model analysis (Q2130621) (← links)
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592) (← links)
- A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION (Q3005958) (← links)
- Parametric inference for time-to-failure in multi-state semi-Markov models: A comparison of marginal and process approaches (Q3174231) (← links)
- The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains (Q3606086) (← links)
- A Copula-based Markov Reward Approach to the Credit Spread in the European Union (Q5207796) (← links)
- Bivariate Semi-Markov Process for Counterparty Credit Risk (Q5419662) (← links)