Shock models for defaults: parametric and nonparametric approaches

Cirillo, Pasquale; Hüsler, Jürg (2010). Shock models for defaults: parametric and nonparametric approaches. In: Donald, Richard; Hunter, Dave (eds.) Nonparametric Statistics, Festschrift in honor of Tom Hettmansperger (pp. 90-113). Singapore: World Scientific Publishing

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Item Type:

Book Section (Book Chapter)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Cirillo, Pasquale and Hüsler, Jürg

Publisher:

World Scientific Publishing

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:16

Last Modified:

01 Apr 2014 03:38

URI:

https://boris.unibe.ch/id/eprint/4788 (FactScience: 209419)

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