"Modelling tail credit risk using transition matrices."

David E. Allen et al. (2013)

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DOI: 10.1016/J.MATCOM.2012.09.011

access: closed

type: Journal Article

metadata version: 2022-04-09

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David E. Allen, A. R. Kramadibrata, R. J. Powell, Abhay K. Singh:
Modelling tail credit risk using transition matrices. Math. Comput. Simul. 93: 67-75 (2013)

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