摘要
通过建立具有有限瞬态一个吸收态的Morkov模型,针对信用等级呈向下迁移趋势的企业,推导企业生存时间的分布,计算企业生存时间长度T的密度函数、分布函数以及期望的具体表达式.
A Morkov model with a finite transient and an absorbing state was established and pointed at enterprises with the downward trend of credit rating for deducing the distribution of enterprise survival time, calculating the specific expression of density function, distribution function and the expectation with the enterprise survival time T.
出处
《宁德师范学院学报（自然科学版）》
2015年第4期348-352,共5页
Journal of Ningde Normal University(Natural Science)
基金
宁德师范学院科研资助项目(2013Q02)
