Recovery process model
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Publication:842837
DOI10.1007/s10690-009-9083-7zbMath1170.91484OpenAlexW2150886586MaRDI QIDQ842837
Publication date: 25 September 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-009-9083-7
Related Items
Cites Work
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- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
- Statistical Tools for Finance and Insurance
- Microeconometrics
- Operational Risk
- On the Time Value of Ruin
- An Introduction to the Theory of Point Processes
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