Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk
For a <inline-formula><math display="inline"><semantics><mi mathvariant="script">G</mi></semantics></math></inline-formula>-inhomogeneous semi-Markov chain and <inline-formula><math display="inline"><semanti...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-12-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/1/55 |