Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
| Year of publication: |
2011
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|---|---|
| Authors: | Guglielmo D’Amico ; Janssen, Jacques ; Manca, Raimondo |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 38.2011, 4, p. 465-481
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Age index | Mono-unireducibility | Non-homogeneity | Asymptotic behaviour |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009401756