//-->
Modelling of extremal events in insurance and finance
Embrechts, Paul, (1994)
Pricing loans using default probabilities
Turnbull, Stuart M., (2003)
Monotone Nonlinear Probabilistic Models, with Credit Applications
Friedman, Craig A., (2011)
Statistical models in credit management
Kallberg, Jarl G., (1988)
An examination of the Asian crisis : regime shifts in currency and equity markets
Kallberg, Jarl G., (2005)
Convertible calls and corporate taxes under asymmetric information
Kim, Yong O., (1998)