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Semi-Markov migration models for credit risk /

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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)
Format: eBook
Language:English
Published: London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2017.
Series:Stochastic models for insurance set ; volume 1.
Subjects:
Markov processes.
Financial risk > Mathematical models.
Electronic books.
Online Access:Connect to the full text of this electronic book

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