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Risiko
Credit risk
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Janssen, Jacques
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D'Amico, Guglielmo
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Advances in operations research : proceedings of EURO II, the second European Congress of Operations Research, Stockholm, Nov. 29 - Dec. 1, 1976
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Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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The semi-Markov model in risk theory
Janssen, Jacques
- In:
Advances in operations research : proceedings of EURO …
,
(pp. 613-621)
.
1977
Persistent link: https://www.econbiz.de/10003063715
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
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2007
Persistent link: https://www.econbiz.de/10004889930
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
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2007
Persistent link: https://www.econbiz.de/10003408642
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4
Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10011489555
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