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Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Computational economics 38 (2011) 4, pp. 465-482
Persistent link: https://www.econbiz.de/10009340792
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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Computational economics 29 (2007) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10007614492
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Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Computational economics 38 (2011) 4, pp. 465-481
Persistent link: https://www.econbiz.de/10009356876
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A synthetic penalized logitboost to model mortgage lending with imbalanced data
Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Computational economics 57 (2021) 1, pp. 281-309
Persistent link: https://www.econbiz.de/10012486902