Correlated risks vs contagion in stochastic transition models (Q1994154)
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scientific article; zbMATH DE number 6970141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlated risks vs contagion in stochastic transition models |
scientific article; zbMATH DE number 6970141 |
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Correlated risks vs contagion in stochastic transition models (English)
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1 November 2018
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frailty
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systematic risk
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contagion
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INAR model
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granularity adjustment
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0.8819057
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0.87873185
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0.8780562
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0.8711037
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0.86811864
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0.8581205
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