Janssen Jacques

Jacques Janssen

Information about the author Jacques Janssen will soon be added to the site.
Found 4 papers in total
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach
2016
International organizations evaluate credit risk and rank firms according to risk by...
Semi-Markov reliability models with recurrence times and credit rating applications
2009
We show how it is possible to construct efficient duration dependent...
Homogeneous semi-Markov reliability models for credit risk management
2006
The credit risk problem is one of the most important issues of modern financial...
Performance analysis of mean-semivariances portfolios models applied to the Belgian stock market
1997
In this paper, an application of large scale portfolio optimization problems based on...
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