Pages that link to "Item:Q539143"
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The following pages link to Modelling default contagion using multivariate phase-type distributions (Q539143):
Displaying 9 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
- Credit risk in an economy with new firms arrivals (Q1707052) (← links)
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path (Q2146463) (← links)
- CONTAGION EFFECTS AND COLLATERALIZED CREDIT VALUE ADJUSTMENTS FOR CREDIT DEFAULT SWAPS (Q2941060) (← links)
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
- Joint densities of hitting times for finite state Markov processes (Q4634119) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
