Pages that link to "Item:Q2771112"
From MaRDI portal
The following pages link to Credit risk modelling: intensity based approach (Q2771112):
Displaying 4 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Analysis of credit event impact with self-exciting intensity model (Q2843177) (← links)
- Defaultable Bond Markets with Jumps (Q5388160) (← links)