Pages that link to "Item:Q2667125"
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The following pages link to Time-consistent evaluation of credit risk with contagion (Q2667125):
Displaying 10 items.
- Time-consistent actuarial valuations (Q903338) (← links)
- Transform analysis for point processes and applications in credit risk (Q2851562) (← links)
- A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
- Credit Risk, Market Sentiment and Randomly-Timed Default (Q3015687) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- (Q5499379) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- A contagion process with self-exciting jumps in credit risk applications (Q6104946) (← links)
- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs (Q6177268) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)