Shock models for defaults: parametric and nonparametric approaches (Q5378902)
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scientific article; zbMATH DE number 7062114
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| English | Shock models for defaults: parametric and nonparametric approaches |
scientific article; zbMATH DE number 7062114 |
Statements
Shock Models for Defaults: Parametric and Nonparametric Approaches (English)
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3 June 2019
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convergence
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default
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extremes
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Firm's failure
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first passage times
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moments
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renewal theory
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shock
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stopped random walk
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0.8068774342536926
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0.7321060299873352
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0.7300848960876465
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0.7297457456588745
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0.7137278914451599
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