Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications
Joint Authors
Manca, Raimondo
D'Amico, Guglielmo
Janssen, Jacques
Source
Journal of Applied Mathematics and Decision Sciences
Issue
Vol. 2009, Issue 2009 (31 Dec. 2009), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2009-11-19
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
We show how it is possible to construct efficient duration dependent semi-Markov reliability models by considering recurrence time processes.
We define generalized reliability indexes and we show how it is possible to compute them.
Finally, we describe a possible application in the study of credit rating dynamics by considering the credit rating migration as a reliability problem.
American Psychological Association (APA)
D'Amico, Guglielmo& Janssen, Jacques& Manca, Raimondo. 2009. Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. Journal of Applied Mathematics and Decision Sciences،Vol. 2009, no. 2009, pp.1-17.
https://search.emarefa.net/detail/BIM-486152
Modern Language Association (MLA)
D'Amico, Guglielmo…[et al.]. Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. Journal of Applied Mathematics and Decision Sciences No. 2009 (2009), pp.1-17.
https://search.emarefa.net/detail/BIM-486152
American Medical Association (AMA)
D'Amico, Guglielmo& Janssen, Jacques& Manca, Raimondo. Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. Journal of Applied Mathematics and Decision Sciences. 2009. Vol. 2009, no. 2009, pp.1-17.
https://search.emarefa.net/detail/BIM-486152
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-486152
