Pages that link to "Item:Q661258"
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The following pages link to Correlated intensity, counter party risks, and dependent mortalities (Q661258):
Displaying 6 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- A contagion model with Markov regime-switching intensities (Q2258911) (← links)
- A note on multiple life premiums for dependent lifetimes (Q2513437) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
