A framework for modelling credit risk (also for systemic risk for financial companies) with set-valued Markov Chain.
The set-valued markov chain algorithm is inspired by https://doi.org/10.1080/14697688.2019.1693053 and https://doi.org/10.1007/s11147-010-9052-3
These code can only set up the set-valued markov chain (intensity matrix Q).
The data was modified.