A lot-size model for deteriorating items under conditions of a one-time only extended credit period.
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A Markov regime-switching marked point process for short-rate analysis with credit risk.
Siu, Tak Kuen (2010)
International Journal of Stochastic Analysis
A theoretical argument why the -copula explains credit risk contagion better than the Gaussian copula.
Cossin, Didier, Schellhorn, Henry, Song, Nan, Tungsong, Satjaporn (2010)
Advances in Decision Sciences
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