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, Hüsler, Rudolf Jürg
Publisher:	World Scientific Publishing
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 14:16
Last Modified:	05 Dec 2022 14:04
URI:	https://boris.unibe.ch/id/eprint/4788 (FactScience: 209419)