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A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates among the elderly ...
Paulette Bierzychudek, Looking Backwards: Assessing the Projections of a Transition Matrix Model, Ecological Applications, Vol. 9, No. 4 (Nov., 1999), pp. 1278-1287 ...
This paper incorporates a stochastic credit rating transition matrix into the Acharya–Das–Sundaram model and implements a simulation based pricing method ...
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