Homogeneous semi-Markov reliability models for credit risk management
Year of publication: |
2005
|
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Authors: | D'Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 28.2005, 2, p. 79-93
|
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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