A bridge from ruin theory to credit risk
Cho-Jieh Chen; Harry Panjer
| Year of publication: |
2009
|
|---|---|
| Authors: | Chen, Cho-jieh ; Panjer, Harry |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 32.2009, 4, p. 373-403
|
| Subject: | reduced-form model | Kreditrisiko | Credit risk | Risikomodell | Risk model | Strukturgleichungsmodell | Structural equation model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873808