A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling
Pasquale Cirillo and Jürg Hüsler; Pietro Muliere
| Year of publication: |
2010
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|---|---|
| Authors: | Cirillo, Pasquale ; Hüsler, Jürg ; Muliere, Pietro |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 8, p. 1223-1240
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| Subject: | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008906166