Narrow search
Showing 1 - 5 of 5
Cover Image
Evolutionary estimation of a Coupled Markov chain credit risk model
Hochreiter, Ronald; Wozabal, David - In: Natural computing in computational finance : volume 3 ; …, (pp. 31-44). 2010
Persistent link: https://www.econbiz.de/10009514545
Cover Image
A coupled Markov chain approach to credit risk modeling
Wozabal, David; Hochreiter, Ronald - In: Journal of economic dynamics & control 36 (2012) 3, pp. 403-415
Persistent link: https://www.econbiz.de/10009515963
Cover Image
Risk assessment for credit portfolios : a coupled Markov chain model
Kaniovski, Yuri M.; Pflug, Georg - In: Journal of banking & finance 31 (2007) 8, pp. 2303-2323
Persistent link: https://www.econbiz.de/10003522921
Cover Image
Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Central European journal of operations research : CEJOR … 24 (2016) 4, pp. 989-1007
Persistent link: https://www.econbiz.de/10011694781
Cover Image
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516
Persistent link: https://www.econbiz.de/10011762130