Implied fractional hazard rates and default risk distributions (Q2296090)
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scientific article; zbMATH DE number 7168355
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| English | Implied fractional hazard rates and default risk distributions |
scientific article; zbMATH DE number 7168355 |
Statements
Implied fractional hazard rates and default risk distributions (English)
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17 February 2020
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probability density function
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hazard rate
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fractional operator
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default probability
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default bond
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0.88821566
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0.8749032
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0.85291576
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0.84666485
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0.84651077
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0.84491897
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