OpenAlex | A fractional credit model with long range dependent default rate

A fractional credit model with long range dependent default rate

Work

Year: 2012

Type: article

Source: Stochastic Processes and their Applications

Authors Francesca Biagini, Holger Fink, Claudia Klüppelberg

Institutions Ludwig-Maximilians-Universität München, Technical University of Munich

Cites: 43

Cited by: 25

Related to: 10

FWCI: 3.883

Citation percentile (by year/subfield): 93.35

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Decent work and economic growth

Open Access status: green