Credit contagion default Aalen additive hazard models (Q4927609)
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scientific article; zbMATH DE number 6177822
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit contagion default Aalen additive hazard models |
scientific article; zbMATH DE number 6177822 |
Statements
20 June 2013
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additive hazard model
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default risk
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credit contagion
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reduced model
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simulation
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0.8013213276863098
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0.7841209173202515
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0.7572813034057617
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0.7554861903190613
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0.7548961639404297
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