Multiple Ratings Model of Defaultable Term Structure

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Modeling and Valuation of Credit Risk (2004, background): “Excellent surveys of incomplete information models in finance [48] and of asymmetric information models [10] have recently been published.”
Modelling of Default Risk: An Overview (2000, background): “Major papers in this area include Jarrow and Turnbull [31], Schönbucher [56, 55], Hubner [29, 28], and Bielecki and Rutkowski [3].”
Conditional Markov chains: Properties, construction and structured dependence (2017, background): “Classical conditional Markov chains, that is, the ones de ned originally in Bielecki and Rutkowski (2004), have already proven to play important role in applications in nance and in insurance (cf. Bielecki and Rutkowski Bielecki and Rutkowski (2000, 2003, 2004), Jakubowski and Niew¦gªowski Jakubowsk”
The Defaultable Lévy Term Structure: Ratings and Restructuring (2003, methodology): “It is a generalization of the models of Eberlein and Raible (1999) and of Bielecki and Rutkowski (1999, 2000), respectively.”