Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (Q4661681)
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scientific article; zbMATH DE number 2149142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling |
scientific article; zbMATH DE number 2149142 |
Statements
Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (English)
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30 March 2005
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Poisson process
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insurance loss
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credit risk
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shock intensity
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default probability
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