Default probabilities of a holding company, with complete and partial information (Q2517514): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2014.04.003 / rank
 
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Latest revision as of 17:16, 10 July 2024

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Default probabilities of a holding company, with complete and partial information
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    Default probabilities of a holding company, with complete and partial information (English)
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    26 August 2015
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    default risk
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    structural model
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    incomplete information
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    convex ordering
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    comonotonicity
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