Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity (Q5265543): Difference between revisions
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Revision as of 20:34, 5 March 2024
scientific article; zbMATH DE number 6466868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity |
scientific article; zbMATH DE number 6466868 |
Statements
Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity (English)
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28 July 2015
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dynamic term structure models
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portfolio credit risk
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life insurance
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Brownian motions
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integer-valued random measure
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