Effects of economic interactions on credit risk

DOI10.1088/0305-4470/39/10/001zbMath1087.91029arXivphysics/0512155OpenAlexW2146038822MaRDI QIDQ3376774

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Publication date: 24 March 2006

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0512155

zbMATH Keywords

generating functioncredit riskdefault probability

Mathematics Subject Classification ID

Economic growth models (91B62) Dynamical systems in optimization and economics (37N40)

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