Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework-Reference-Cited by-同舟云学术

Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework

Published:2021-08 Issue:3 Volume:292 Page:1146-1164
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Georgiou K.^ORCID,Domazakis G.N.,Pappas D.^ORCID,Yannacopoulos A.N.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference29 articles.

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