A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling (Q3067161)
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scientific article; zbMATH DE number 5839571
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| default for all languages | No label defined |
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| English | A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling |
scientific article; zbMATH DE number 5839571 |
Statements
A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (English)
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20 January 2011
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failing system
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urn model
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credit risk
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default risk
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neutral to right processes
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0.7456113696098328
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0.7451935410499573
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0.7321060299873352
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0.7082155346870422
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0.7065631151199341
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