Open AccessCredit Risk Measurement Based on the Markov Chain
Author(s) -
Hao Líu,
Shijin Chen
Publication year - 2015
Publication title -
business and management research
Language(s) - English
Resource type - Journals
eISSN - 1927-601X
pISSN - 1927-6001
DOI - 10.5430/bmr.v4n3p32
Subject(s) - estimator , markov chain , credit risk , computer science , maximum likelihood , econometrics , markov process , estimation , simple (philosophy) , markov chain monte carlo , markov model , mathematical optimization , statistics , mathematics , economics , artificial intelligence , machine learning , actuarial science , bayesian probability , philosophy , management , epistemology