Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
| Year of publication: |
2003
|
|---|---|
| Authors: | Lindskog, F. ; McNeil, A.J. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 33.2003, 2, p. 209-238
|