Pages that link to "Item:Q1091020"

The following pages link to The multivariate hazard construction (Q1091020):

Displaying 21 items.

• On lifetimes influenced by a common environment (Q581938) (← links)
• Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
• Basket CDS pricing with interacting intensities (Q964685) (← links)
• The multivariate hazard construction (Q1091020) (← links)
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals (Q1283847) (← links)
• Association of multivariate phase-type distributions, with applications to shock models. (Q1423110) (← links)
• Analysis of reliability systems via Gini-type index (Q1694357) (← links)
• Preservation of association in multivariate shock and claim models (Q1866004) (← links)
• Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
• A contagion model with Markov regime-switching intensities (Q2258911) (← links)
• Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
• THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL (Q2998844) (← links)
• Some Replacement Policies in a Random Environment (Q3415916) (← links)
• Correlated individual frailty: An advantageous approach to survival analysis of bivariate data (Q4353442) (← links)
• Interacting default intensity with a hidden Markov process (Q4555109) (← links)
• Two Variability Orders (Q4950706) (← links)
• Comparing the Variability of Random Variables and Point Processes (Q4950725) (← links)
• Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
• Log-concavity and other concepts of bivariate increasing failure rate distributions (Q5086993) (← links)
• On pricing basket credit default swaps (Q5400652) (← links)
• Contagion models a la carte: which one to choose? (Q5746772) (← links)