Pages that link to "Item:Q5234107"

The following pages link to Correlated default models driven by a multivariate regime-switching shot noise process (Q5234107):

Displaying 2 items.

• A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
• FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)