Random distribution kernels and three types of defaultable contingent payoffs
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Publication:1735048
DOI10.1016/j.insmatheco.2019.01.004zbMath1415.62083OpenAlexW2911466108MaRDI QIDQ1735048
Publication date: 28 March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.004
representation theoremstochastic intensitycredit/mortality riskrandom distribution kernelthree types of defaultable contingent payoffs
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