Credit risk in an economy with new firms arrivals
type: Item
instance of: scholarly article
title: Credit risk in an economy with new firms arrivals
zbMATH Open document ID: 1407.91262
author: Silvia Centanni
author: I. Oliva
author: Paola Tardelli
published in: Methodology and Computing in Applied Probability
publication date: 2018-03-28T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 6854250
zbMATH Keywords: heterogeneous populations
zbMATH Keywords: particle filter
zbMATH Keywords: default correlation
zbMATH Keywords: credit risk
MaRDI profile type: Publication
full work available at URL: s11009-016-9525-4
OpenAlex ID: W2534903785
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DOI: 10.1007/S11009-016-9525-4
description: scientific article; zbMATH DE number 6854250