Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug. Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices. In Karl F. Doerner, Ivana Ljubic, Georg Pflug, Gernot Tragler, editors, Operations Research Proceedings 2015, Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), University of Vienna, Austria, September 1-4, 2015. Operations Research Proceedings, pages 525-531, Springer, 2015. [doi]
Abstract is missing.