Erratum to: Dependence properties of dynamic credit risk models

DOI10.1524/STRM.2012.9001zbMATH Open1253.91185OpenAlexW657082798MaRDI QIDQ3143708FDOQ3143708

Authors: Nicole Bäuerle, Uwe Schmock 

Publication date: 3 December 2012

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2012.9001

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Credit risk (91G40)

Cited In (2)

• A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
• Erratum to ``Modelling nominal debt contracts and fixed rate debt [Economic letters 88 (2005) 67-72]

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