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Semi-Markov Migration Models for Credit Risk
E-bok,
2017,
Engelska,
ISBN 9781119415121
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 …
Semi-Markov Migration Models for Credit Risk
E-bok,
2017,
Engelska,
ISBN 9781119415114
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 …