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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Tang, Qihe, (2010)
Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model
Dong, Yinghui, (2012)
On a reduced form credit risk model with common shock and regime switching
Liang, Xue, (2012)