Semi-Markov migration models for credit risk /
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools...
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Bibliographic Details
| Main Authors: |
D'Amico, Guglielmo
(Author),
Biase, Giuseppe Di
(Author),
Janssen, Jacques, 1939-
(Author),
Manca, Raimondo
(Author) |
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| Format: | eBook
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| Language: | English |
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| Published: |
London, UK : Hoboken, NJ :
ISTE, Ltd. ; Wiley,
2017.
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| Series: | Stochastic models for insurance set ;
volume 1.
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| Subjects: | |
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| Online Access: | Connect to the full text of this electronic book
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