An improved multivariate Markov chain model for credit risk
Wai-Ki Ching; Tak-Kuen Siu; Li-min Li; Hao Jiang; Tang Li ...
| Year of publication: |
2009
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|---|---|
| Authors: | Ching, Wai Ki ; Siu, Tak Kuen ; Li, Li-min ; Jiang, Hao ; Tang, Li |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 5.2009/10, 4, p. 83-106
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| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003927496