Recovery process model for two companies (Q1044237)

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scientific article; zbMATH DE number 5645714
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    Recovery process model for two companies
    scientific article; zbMATH DE number 5645714

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      Recovery process model for two companies (English)
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      11 December 2009
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      recovery rate
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      credit risk
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      loan
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      bivariate compound Poisson
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      Vernic recursion
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