Time to default and other sensitivities of credit ratings

DOI10.1080/14697680902946506zbMath1232.91693OpenAlexW2076454881MaRDI QIDQ2994836

Dror Parnes

Publication date: 29 April 2011

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680902946506

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

• A general formula for the sensitivity of population growth rate to changes in life history parameters
• Derivatives of the spectral radius as a function of non-negative matrix elements
• Ergodic theorems in demography

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