scientific article; zbMATH DE number 1775715
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Publication:4544440
zbMATH Open1001.91055MaRDI QIDQ4544440FDOQ4544440
Authors: Fehmi Özkan 
Publication date: 4 August 2002
Title of this publication is not available (Why is that?)
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- Credit risk in Lévy Libor modeling: rating based approach.
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- Sample-path large deviations in credit risk
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- Default prediction with the Merton-type structural model based on the NIG Lévy process
- Minimizing banking risk in a Lévy process setting
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- Modelling default and prepayment using Lévy processes: an application to asset backed securities
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST
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