A stochastic model of corporate lifespan based on corporate credit ratings
Year of publication: |
2014
|
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Authors: | Machek, Ondrej ; Hnilica, Jiří |
Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2014, 3, p. 144-151
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Subject: | Corporate lifecycle | Stochastic lifecycle model | Markov models | Corporate rating | Credit rating | Markov-Kette | Markov chain | Kreditwürdigkeit | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Lebenszyklus | Life cycle | Ratingagentur | Rating agency |
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