Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-009-9142-6.pdf
Reference17 articles.
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3. Blasi A, Janssen J, Manca R (2004) Numerical treatment of homogeneous and non-homogeneous semi-Markov reliability models. Commun Stat Theory Methods 33:697–714
4. Bluhm C, Overbeck L, Wagner C (2002) An introduction to credit risk modeling. Chapman & Hall, London
5. Carty L, Fons J (1994) Measuring changes in corporate credit quality. J Fixed Income 4:27–41
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