Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk

For a <inline-formula><math display="inline"><semantics><mi mathvariant="script">G</mi></semantics></math></inline-formula>-inhomogeneous semi-Markov chain and <inline-formula><math display="inline"><semantics><mi mathvariant="script">G</mi></semantics></math></inline-formula>-inhomogeneous Markov r...

Ausführliche Beschreibung

Bibliografische Detailangaben

1. Verfasser:	P.-C.G. Vassiliou
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	MDPI AG 2020-12-01
Schriftenreihe:	Mathematics
Schlagworte:	credit rating non-homogeneous semi-Markov chains non-homogeneous Markov renewal processes change of measure
Online-Zugang:	https://www.mdpi.com/2227-7390/9/1/55
Tags:	Tag hinzufügen Keine Tags, Fügen Sie das erste Tag hinzu!