On infectious model for dependent defaults
Wai-Ki Ching, Jia-Wen Gud, Xiaoyue Li, Tak-Kuen Siuf and Harry Zheng
| Year of publication: |
2017
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|---|---|
| Authors: | Ching, Wai Ki ; Gud, Jia-Wen ; Li, Xiaoyue ; Siuf, Tak-Kuen ; Zheng, Harry |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 6.2017, 4, p. 249-261
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| Subject: | Infectious models | correlated defaults | crisis duration | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Korrelation | Correlation | Dauer | Duration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/RDA-170131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925099