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A Markov approach to credit rating migration conditional on economic states

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Kalkbrener, Michael, Packham, Natalie
Format:	Preprint
Publié:	2024
Sujets:	Risk Management Probability 60J20, 91G40, 60J05, 60E15
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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