Stochastic cooperation model for measuring firms’ default probabilities
Year of publication: |
February 2025
|
---|---|
Authors: | Ip, Ho-Yan ; Lo, Chi-Fai ; Hui, Cho H. |
Publisher: |
[Hong Kong] : Hong Kong Institute for Monetary and Financial Research |
Subject: | Theorie | Theory | Insolvenz | Insolvency | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Kreditrisiko | Credit risk |
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