Density Approach in Modeling Successive Defaults (Q5253179)
From MaRDI portal
scientific article; zbMATH DE number 6442991
Language | Label | Description | Also known as |
---|---|---|---|
English | Density Approach in Modeling Successive Defaults |
scientific article; zbMATH DE number 6442991 |
Statements
Density Approach in Modeling Successive Defaults (English)
0 references
4 June 2015
0 references
default density approach
0 references
multiple defaults
0 references
contagion risks
0 references