Pages that link to "Item:Q2000733"
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The following pages link to A Markov modulated dynamic contagion process with application to credit risk (Q2000733):
Displaying 11 items.
- Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Limit theorems for non-Markovian marked dynamic contagion processes (Q1748333) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Financial contagion through space-time point processes (Q2059116) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- A dynamic contagion process (Q3173006) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)