Showing 1 - 2 of 2
In order to dynamize the static Gaussian copula model of portfolio credit risk, we introduce a model filtration made of a reference Brownian filtration progressively enlarged by the default times. This yields a multidimensional density model of default times, where, as opposed to the classical...
Persistent link: https://www.econbiz.de/10011011294
A classic debate in the organizational justice literature concerns the question of whether procedural justice and distributive justice are independent constructs. We investigate this question by using fMRI methods to examine brain activation patterns associated with procedural and distributive...
Persistent link: https://www.econbiz.de/10008521548