Random distribution kernels and three types of defaultable contingent payoffs (Q1735048)
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scientific article; zbMATH DE number 7043775
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| default for all languages | No label defined |
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| English | Random distribution kernels and three types of defaultable contingent payoffs |
scientific article; zbMATH DE number 7043775 |
Statements
Random distribution kernels and three types of defaultable contingent payoffs (English)
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28 March 2019
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random distribution kernel
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representation theorem
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stochastic intensity
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credit/mortality risk
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three types of defaultable contingent payoffs
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0.7018352746963501
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0.6923085451126099
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0.6870042085647583
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0.6832812428474426
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