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...

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Autor principal:	P.-C.G. Vassiliou
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2020-12-01
coleção:	Mathematics
Assuntos:	credit rating non-homogeneous semi-Markov chains non-homogeneous Markov renewal processes change of measure
Acesso em linha:	https://www.mdpi.com/2227-7390/9/1/55
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