On a reduced form credit risk model with common shock and regime switching
Xue Liang; Guojing Wang
| Year of publication: |
2012
|
|---|---|
| Authors: | Peng, Xiaofan ; Chen, Mi ; Guo, Junyi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 576-585
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Schock | Shock | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| 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/10009683212