A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling

Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro (2010). A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. International journal of theoretical and applied finance IJTAF, 13(8), pp. 1223-1240. River Edge, N.J.: World Scientific 10.1142/S0219024910006170

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Item Type:

Journal Article (Original Article)

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

ISSN:

0219-0249

Publisher:

World Scientific

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

04 Oct 2013 14:16

Last Modified:

01 Apr 2014 03:38

Publisher DOI:

10.1142/S0219024910006170

URI:

https://boris.unibe.ch/id/eprint/4789 (FactScience: 209420)

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