Default barrier intensity model for credit risk evaluation
type: Item
instance of: scholarly article
title: Default barrier intensity model for credit risk evaluation
zbMATH Open document ID: 1307.91187
author: Majdi Elhiwi
published in: Statistics \& Probability Letters
publication date: 2014-10-27T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6361964
zbMATH Keywords: credit risk
zbMATH Keywords: structural and reduced form model
zbMATH Keywords: barrier process
zbMATH Keywords: conditional expectation
zbMATH Keywords: default intensity
MaRDI profile type: Publication
full work available at URL: j.spl.2014.08.008
OpenAlex ID: W2010889536
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DOI: 10.1016/J.SPL.2014.08.008
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description: scientific article; zbMATH DE number 6361964