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  • Search: subject:"CreditRisk+ model"
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Subject
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Compound Poisson distribution 2 CreditRisk+ model 2 Geometric Brownian motion with jumps 2 Integer-valued Lévy process 2 Pseudo compound Poisson distribution 2 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 Wiener-Lévy theorem 1 Wiener–Lévy theorem 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Li, Bo 2 Liu, Yunxiao 2 Zhang Huiming 1 Zhang, Huiming 1
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 1 RePEc 1
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Notes on discrete compound Poisson model with applications to risk theory
Zhang, Huiming; Liu, Yunxiao; Li, Bo - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 325-336
estimation. As an application to finance and insurance, we firstly show that in the generalized CreditRisk+ model, the default …
Persistent link: https://www.econbiz.de/10011116645
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Cover Image
Notes on discrete compound Poisson model with applications to risk theory
Zhang Huiming; Liu, Yunxiao; Li, Bo - In: Insurance / Mathematics & economics 59 (2014), pp. 325-336
Persistent link: https://www.econbiz.de/10010469967
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