Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
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Publication:4661681
DOI10.2143/AST.33.2.503691zbMath1087.91030OpenAlexW4244932002MaRDI QIDQ4661681
Alexander J. McNeil, Filip Lindskog
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.33.2.503691
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