Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models
نویسندگان
چکیده
منابع مشابه
Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models
Monounireducible nonhomogeneous semiMarkov processes are defined and investigated. The monounireducible topological structure is a sufficient condition that guarantees the absorption of the semi-Markov process in a state of the process. This situation is of fundamental importance in the modelling of credit rating migrations because permits the derivation of the distribution function of the time...
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ژورنال
عنوان ژورنال: Advances in Decision Sciences
سال: 2012
ISSN: 2090-3359,2090-3367
DOI: 10.1155/2012/123635