Erratum to: Dependence properties of dynamic credit risk models

DOI10.1524/STRM.2012.9001zbMath1253.91185OpenAlexW657082798MaRDI QIDQ3143708

Uwe Schmock, Nicole Bäuerle

Publication date: 3 December 2012

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2012.9001

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Credit risk (91G40)

Related Items (1)

A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution

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