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Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
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2
Persistence vs. mobility in industrial and technological specialisations : evidence from 11 Euro area countries
Chiappini, Raphaël
- In:
Journal of evolutionary economics : JEE
24
(
2014
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10010235264
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3
Estimation of disability transition probabilities in Australia II: implementation
Hariyanto, Evan A.
;
Dickson, David C. M.
;
Pitt, David G. W.
- In:
Annals of actuarial science : publ. by the Institute of …
8
(
2014
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10010357988
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4
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet
;
Perilioglu, Karina
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
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5
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
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6
Transition probability of Brownian motion in the octant and its application to default modelling
Kaushansky, Vadim
;
Lipton, Alexander
;
Reisinger, Christoph
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 434-465
Persistent link: https://www.econbiz.de/10012129173
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7
Estimation of transition probabilities for Turkey : an upswing in prediction methods with deep learning
Kütük, Yasin
- In:
The empirical economics letters : a monthly …
20
(
2021
)
4
,
pp. 569-584
Persistent link: https://www.econbiz.de/10013273111
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8
Measuring directional mobility : the bartholomew and prais-bibby indices reconsidered
Chakravarty, Satya R.
;
Chattopadhyay, Nachiketa
; …
- In:
Inequality, redistribution and mobility
,
(pp. 75-96)
.
2021
Persistent link: https://www.econbiz.de/10013165453
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9
Multi-state modelling of customer churn
Dong, Yumo
;
Frees, Edward W.
;
Huang, Fei
;
Hui, Francis K. C.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 735-764
Persistent link: https://www.econbiz.de/10013426654
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10
The cost of capital for power generation in atypical capital market conditions
In:
Economic analysis and policy : EAP ; journal of the …
44
(
2014
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10011481884
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