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Monounireducible nonhomogeneous semi-Markov processes are defined and investigated. The mono-unireducible topological structure is a sufficient conditionthat guarantees the absorption of the semi-Markov processin a state of the process. This situation is of fundamentalimportance in the modelling of credit rating migrations because permits the derivation of the distribution function ofthe time of default. An application in credit rating modelling is given in order to illustrate the results

Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models