Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets
Crossref DOI link: https://doi.org/10.1007/s10955-017-1890-z
Published Online: 2017-10-06
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dharmaraja, Selvamuthu https://orcid.org/0000-0003-2892-0864
Pasricha, Puneet
Tardelli, Paola
License valid from 2017-10-06
