A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (Q3067161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING |
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A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (English)
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20 January 2011
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failing system
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urn model
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credit risk
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default risk
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neutral to right processes
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