Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk

✍ Scribed by Vassiliou, P.-C.G.; Vasileiou, Aglaia

• Book ID: 120435968
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 442 KB
• Volume: 438
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/j.laa.2012.11.035