Markov regenerative credit rating model

Puneet Pasricha, Dharmaraja Selvamuthu and Viswanathan Arunachalam

Year of publication:	2017
Authors:	Pasricha, Puneet ; Selvamuthu, Dharmaraja ; Arunachalam, Viswanathan
Published in:	Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 3, p. 311-325
Subject:	Credit rating \| Default distribution \| Markov regenerative process \| Semi-Markov process \| Markov-Kette \| Markov chain \| Kreditwürdigkeit \| Kreditrisiko \| Credit risk \| Theorie \| Theory

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