Default probabilities of a holding company, with complete and partial information (Q2517514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default probabilities of a holding company, with complete and partial information |
scientific article |
Statements
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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