Credit risk in an economy with new firms arrivals

DOI10.1007/s11009-016-9525-4zbMath1407.91262OpenAlexW2534903785MaRDI QIDQ1707052

Paola Tardelli, Silvia Centanni, Immacolata Oliva

Publication date: 28 March 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-016-9525-4

zbMATH Keywords

credit riskparticle filterdefault correlationheterogeneous populations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Credit risk (91G40)

Cites Work

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