On infectious model for dependent defaults
From MaRDI portal
Publication:3119658
DOI10.3233/RDA-170131zbMath1409.91261arXiv1301.0186MaRDI QIDQ3119658
Tak Kuen Siu, Wai-Ki Ching, Xiaoyue Li, Harry Zheng, Jia-Wen Gu
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.0186
91G40: Credit risk