Pages that link to "Item:Q3385132"
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The following pages link to Modeling the dependence of corporate default (Q3385132):
Displaying 7 items.
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests (Q2166070) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- What makes dependence modeling challenging? Pitfalls and ways to circumvent them (Q2871285) (← links)
- Default risk and corporate governance in financial vs. non-financial firms (Q3119619) (← links)
- (Q4817830) (← links)
- Dual-frailty default intensity model: estimations and an application (Q5082610) (← links)
- CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS (Q5422627) (← links)