Markov chain models for farm credit risk migration analysis
Year of publication: |
2007
|
---|---|
Authors: | Deng, Xiaohui ; Escalante, Cesar L. ; Barry, Peter J. ; Yu, Yingzhuo |
Published in: |
Agricultural Finance Review. - Emerald Group Publishing. - Vol. 67.2007, May, 1, p. 99-117
|
Publisher: |
Emerald Group Publishing |
Subject: | Cohort method | Continuous time models | Credit risk migration | Markov chain process | Semi-parametric multiplicative hazard model | Time homogeneity | Transition probabilities |
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