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Q5167258 - MaRDI portal

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scientific article; zbMATH DE number 6315614
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English
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scientific article; zbMATH DE number 6315614

    Statements

    publication date
    9 July 2014
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    zbMATH Keywords
    jump processes
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    Merton model
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    default risk
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    ruin probability
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    liability
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    Identifiers

    Mathematics Subject Classification ID
    60J75
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    60H10
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    91B30
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    91B25
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    91G80
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    zbMATH DE Number
    6315614
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