Random distribution kernels and three types of defaultable contingent payoffs
type: Item
instance of: scholarly article
title: Random distribution kernels and three types of defaultable contingent payoffs
zbMATH Open document ID: 1415.62083
author: Jinchun Ye
published in: Insurance Mathematics \& Economics
publication date: 2019-03-28T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 7043775
zbMATH Keywords: random distribution kernel
zbMATH Keywords: representation theorem
zbMATH Keywords: stochastic intensity
zbMATH Keywords: credit/mortality risk
zbMATH Keywords: three types of defaultable contingent payoffs
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2019.01.004
OpenAlex ID: W2911466108
cites work: Affine processes for dynamic mortality and actuarial valuations
cites work: Q4359973
cites work: Q4255465
cites work: Q2774021
cites work: On Cox processes and credit risky securities
Wikidata QID: Q128414609
DOI: 10.1016/J.INSMATHECO.2019.01.004
description: scientific article; zbMATH DE number 7043775