Evolutionary estimation of a coupled Markov Chain credit risk model

Keyphrases

• Likelihood Function 100%
• Evolutionary 100%
• Evolutionary Optimization 100%
• Credit Risk Models 100%
• Coupled Markov Chain 100%
• Numerical Results 50%
• Further Application 50%
• Particle Swarm Optimization Algorithm 50%
• Markov Chain Approach 50%
• Credit Risk 50%
• Probability of Default 50%
• Nonconvex Functions 50%
• Risk Transition 50%
• ML Estimator 50%
• Rating Transitions 50%
• Credit Risk Management 50%
• Credit Risk Portfolio 50%

Mathematics

• Credit Risk 100%
• Risk Model 100%
• Markov Chain 100%
• Likelihood Function 50%
• Convex Function 25%
• Default Probability 25%
• Particle Swarm Optimization 25%
• Likelihood 25%