Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process
| Year of publication: |
2003
|
|---|---|
| Authors: | Chen, Cho-Jieh ; Panjer, Harry |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 2, p. 357-380
|
| Publisher: |
Elsevier |