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"Downward migration credit risk problem: a non-homogeneous backward ..."

Guglielmo D'Amico, Jacques Janssen, Raimondo Manca (2016)

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DOI: 10.1057/JORS.2015.35

access: closed

type: Journal Article

metadata version: 2020-06-08

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Guglielmo D'Amico, Jacques Janssen, Raimondo Manca:
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach. J. Oper. Res. Soc. 67(3): 393-401 (2016)

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