MARSHALL-OLKIN DISTRIBUTIONS, SUBORDINATORS, EFFICIENT SIMULATION, AND APPLICATIONS TO CREDIT RISK

Autor:	SUN, YUNPENG, MENDOZA-ARRIAGA, RAFAEL, LINETSKY, VADIM
Zdroj:	Advances in Applied Probability, 2017 Jun 01. 49(2), 481-514.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/44985386 Zobrazit plný text záznamu