Pages that link to "Item:Q292361"
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The following pages link to A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361):
Displayed 5 items.
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- A reduced-form model with default intensities containing contagion and regime-switching Vasicek processes (Q1787114) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- Pricing credit derivatives under a correlated regime-switching hazard processes model (Q2397578) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)