Stochastic modelling and prediction of contractor default risk

Construction Management and Economics

Volumn 17, Issue 5, 1999, Pages 563-576

  Zhai, Huaming ^a   Russell, Jeffrey S ^b  

^a JP Morgan Chase & Co   (United States)

^b University of Wisconsin Madison   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTRACTORS; MARKOV CHAINS; STOCHASTIC SYSTEMS; STRUCTURAL OPTIMIZATION;

CAPITAL STRUCTURE; CONSTRUCTION CONTRACTORS; DEFAULT PROBABILITIES; MARKOV CHAIN MODELS; MODELLING AND PREDICTIONS; PROCESS MODELLING; STOCHASTIC METHODS; SYSTEMATIC FRAMEWORK;

RISK ASSESSMENT;

EID: 0006470235     PISSN: 01446193     EISSN: None     Source Type: Journal    
DOI: 10.1080/014461999371187     Document Type: Article

References (13)

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12. Taylor, H.M. and Karlin, S. (1994) An Introduction to Stochastic Modelling, Rev. Edn, Academic Press, New York.
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