Default barrier intensity model for credit risk evaluation (Q464482)
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scientific article; zbMATH DE number 6361964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Default barrier intensity model for credit risk evaluation |
scientific article; zbMATH DE number 6361964 |
Statements
Default barrier intensity model for credit risk evaluation (English)
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27 October 2014
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credit risk
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structural and reduced form model
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barrier process
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conditional expectation
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default intensity
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0.8852891
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0.84876806
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0.8466483
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