A Markovian Model for Default Risk in a Network of Sectors

Wai-Ki Ching, Ho-Yin Leung, Hao Jiang, Liang Sun. A Markovian Model for Default Risk in a Network of Sectors. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 373-377, IEEE Computer Society, 2009. [doi]

Abstract

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