Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events

Autor:	Daniel Wei-Chung Miao, Steve Hsin-Ting Yu, Yung-Hsin Lee, Xenos Chang-Shuo Lin
Rok vydání:	2018
Předmět:	Modeling and Simulation Econometrics Economics Default Management Science and Operations Research General Business Management and Accounting Joint (geology) Intensity (physics)
Zdroj:	Applied Stochastic Models in Business and Industry. 35:681-703
ISSN:	1526-4025 1524-1904
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cd2873c62e44faea7f246baca8484738 https://doi.org/10.1002/asmb.2371 Zobrazit plný text záznamu Plný text