Markov regenerative credit rating model
Year of publication: |
2017
|
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Authors: | Pasricha, Puneet ; Selvamuthu, Dharmaraja ; Arunachalam, Viswanathan |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 3, p. 311-325
|
Subject: | Credit rating | Default distribution | Markov regenerative process | Semi-Markov process | Markov-Kette | Markov chain | Kreditwürdigkeit | Kreditrisiko | Credit risk | Theorie | Theory | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency |
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