Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
Guglielmo D’Amico; Jacques Janssen; Raimondo Manca
| Year of publication: |
2011
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|---|---|
| Authors: | D'Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 38.2011, 4, p. 465-481
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| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Markov-Kette | Markov chain | Insolvenz | Insolvency | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009356876