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Kreditrisiko
Cox process
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Ching, Wai Ki
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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A generalized contagion process with an application to credit risk
Dassios, Angelos
;
Zhao, Hongbiao
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686792
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2
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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3
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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4
On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Henry
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
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