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  • Search: subject:"Markov regenerative process"
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Year of publication
Subject
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Credit ratings 2 Default distribution 2 Markov renewal equation 2 Non-homogeneous Markov regenerative process 2 Recurrence times 2 Credit rating 1 Credit risk 1 Kreditrisiko 1 Kreditwürdigkeit 1 Markov chain 1 Markov-Kette 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Pasricha, Puneet 2 Selvamuthu, Dharmaraja 2
Published in...
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Financial Innovation 1 Financial innovation : FIN 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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A Markov regenerative process with recurrence time and its application
Pasricha, Puneet; Selvamuthu, Dharmaraja - In: Financial Innovation 7 (2021) 1, pp. 1-22
This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times, in particular …
Persistent link: https://www.econbiz.de/10012602918
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Cover Image
A Markov regenerative process with recurrence time and its application
Pasricha, Puneet; Selvamuthu, Dharmaraja - In: Financial innovation : FIN 7 (2021), pp. 1-22
This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times, in particular …
Persistent link: https://www.econbiz.de/10012518081
Saved in:
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