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Cluster-based extension of the generalized Poisson loss dynamics and consistency with single names. (English) Zbl 1291.91243

MSC:
91G70 Statistical methods; risk measures
91G40 Credit risk
62P05 Applications of statistics to actuarial sciences and financial mathematics
62N05 Reliability and life testing
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References:
[1] Bielecki T., Credit Risk: Modeling, Valuation and Hedging (2007)
[2] Brigo D., Risk Magazine
[3] Golub H., Matrix Computation (1983)
[4] DOI: 10.2143/AST.32.2.1030 · Zbl 1098.91540
[5] DOI: 10.2143/AST.33.2.503691 · Zbl 1087.91030
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.