Markov chain models for farm credit risk migration analysis

Xiaohui Deng, Cesar Escalante (), Peter J. Barry and Yingzhuo Yu

Agricultural Finance Review, 2007, vol. 67, issue 1, 99-117

Abstract: Keywords: Cohort method, Continuous time models, Credit risk migration, Markov chain process, Semi‐parametric multiplicative hazard model, Time homogeneity, Transition probabilities

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:v:67:y:2007:i:1:p:99-117

DOI: 10.1108/00214660780001200

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