"On infectious model for dependent defaults."

Wai-Ki Ching et al. (2017)

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DOI: 10.3233/RDA-170131

access: closed

type: Journal Article

metadata version: 2020-09-01

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  - https://dblp.org/rec/journals/rda/ChingGLSZ17
Wai-Ki Ching, Jia-Wen Gu, Xiaoyue Li, Tak Kuen Siu, Harry Zheng:
On infectious model for dependent defaults. Risk Decis. Anal. 6(4): 249-261 (2017)

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