scientific article; zbMATH DE number 7088122

zbMATH Open1418.91572MaRDI QIDQ5226700FDOQ5226700

Authors: Kay Giesecke, Lisa R. Goldberg 

Publication date: 1 August 2019

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (2)

• From the decompositions of a stopping time to risk premium decompositions
• Factor copula model for portfolio credit risk

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