Modeling Frailty Correlated Defaults With Multivariate Latent Factors
2006 ◽
Vol 22
(2)
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pp. 85-91
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Keyword(s):
2021 ◽
Vol 18
(16)
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pp. 8341
Keyword(s):
2016 ◽
Vol 144
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pp. 25-37
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