"The Gerber-Shiu Discounted Penalty Function for the Credit Risk Model with ..."

Dan Peng, Zaiming Liu (2011)

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DOI: 10.1007/978-3-642-15243-6_31

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

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Dan Peng, Zaiming Liu:
The Gerber-Shiu Discounted Penalty Function for the Credit Risk Model with Dependent Rates of Interest. Modeling Risk Management in Sustainable Construction 2011: 269-275

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