The Gerber-Shiu discounted penalty function for the credit risk model with dependent rates of interest
Dan Peng and Zaiming Liu
| Year of publication: |
2011
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|---|---|
| Authors: | Peng, Dan ; Liu, Zaiming |
| Published in: |
Modeling risk management in sustainable construction. - Berlin, Heidelberg [u.a.] : Springer, ISBN 978-3-642-15242-9. - 2011, p. 269-275
|
| Subject: | Kreditrisiko | Credit risk | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008749540