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Analyzing the effect of business cycle on rating transitions has been a subject of great interest these last fifteen years, particularly due to the increasing pressure coming from regulators for stress testing. In this paper, we consider that the dyn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b97586e3fb7b5d0b60ff03bcc5c6af8a
https://hal.archives-ouvertes.fr/hal-03347521/document
https://hal.archives-ouvertes.fr/hal-03347521/document
Autor:
Norberg, Ragnar, Steffensen, Mogens
Publikováno v:
Journal of Applied Probability, 2005 Sep 01. 42(3), 861-866.
Externí odkaz:
https://www.jstor.org/stable/30040862
Autor:
Kalashnikov, Vladimir, Norberg, Ragnar *
Publikováno v:
In Stochastic Processes and their Applications 2002 98(2):211-228
Autor:
Norberg, Ragnar (AUTHOR) r.norberg@lse.ac.uk
Publikováno v:
Scandinavian Actuarial Journal. Aug2017, Vol. 2017 Issue 6, p555-557. 3p.
Autor:
Kalashnikov, Vladimir (AUTHOR), Norberg, Ragnar (AUTHOR) r.norberg@lse.ac.uk
Publikováno v:
Scandinavian Actuarial Journal. Jul2003, Vol. 2003 Issue 3, p238-256. 19p. 3 Charts.
Autor:
Norberg, Ragnar
Publikováno v:
Scandinavian Actuarial Journal. Sep2001, Vol. 2001 Issue 2, p126-147. 22p.
Autor:
Norberg, Ragnar1 ragnar.norberg@univ-lyon1.fr
Publikováno v:
Finance & Stochastics. Jan2013, Vol. 17 Issue 1, p197-222. 26p.
Autor:
Norberg, Ragnar *
Publikováno v:
In Stochastic Processes and their Applications 1999 81(2):255-269