An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes

TitleAn Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes
Publication TypeConference Paper
Year of Publication2016
AuthorsEsquivel ML, Fernandes JM, Guerreiro GR
EditorSimos T, Tsitouras C
Conference NameProceedings of the International Conference on Numerical Analysis and Applied Mathematics 2015 (ICNAAM-2015)
ISBN Number978-0-7354-1392-4
DOI10.1063/1.4951970