Default probabilities of a holding company, with complete and partial information (Q2517514)
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scientific article; zbMATH DE number 6475815
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Default probabilities of a holding company, with complete and partial information |
scientific article; zbMATH DE number 6475815 |
Statements
Default probabilities of a holding company, with complete and partial information (English)
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26 August 2015
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default risk
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structural model
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incomplete information
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convex ordering
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comonotonicity
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0.8397821
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0.8264343
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0.8211315
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0.81349695
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0.81205595
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0.8114655
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0.8099896
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0.8085488
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