Random distribution kernels and three types of defaultable contingent payoffs (Q1735048): Difference between revisions
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| Property / DOI: 10.1016/j.insmatheco.2019.01.004 / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2019.01.004 / rank | |||
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Latest revision as of 06:43, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random distribution kernels and three types of defaultable contingent payoffs |
scientific article |
Statements
Random distribution kernels and three types of defaultable contingent payoffs (English)
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28 March 2019
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random distribution kernel
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representation theorem
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stochastic intensity
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credit/mortality risk
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three types of defaultable contingent payoffs
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