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Credit risk—a survey

https://doi.org/10.1090/conm/336/06027
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Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1155130openalex-extracted
Term Structure Models with Shot-Noise Effects
inferred← citeshttps://doi.org/10.2139/ssrn.1588750openalex-extracted
Credit Risk Modelling with Shot-Noise Processes
inferred← citeshttps://doi.org/10.2139/ssrn.2098419openalex-extracted
Dynamic Interest-Rate Modelling in Incomplete Markets
inferred← citeshttps://doi.org/10.2139/ssrn.916092openalex-extracted
Quadratic Models for Portfolio Credit Risk with Shot-Noise Effects
inferred← citeshttps://doi.org/10.1002/9781118531839.ch7openalex-snapshot
Filtering and Incomplete Information in Credit Risk
inferred← citeshttps://doi.org/10.1080/13504860701718281openalex-snapshot
A Structural Model with Unobserved Default Boundary
inferred← citeshttps://doi.org/10.1109/ijcnn64981.2025.11228180openalex-snapshot
A structural model to explain unfairness
inferred← citeshttps://doi.org/10.1142/s0219024906003482openalex-snapshot
AN INFINITE FACTOR MODEL FOR CREDIT RISK
inferred← citeshttps://doi.org/10.1142/s0219024921500321openalex-snapshot
DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES
inferred← citeshttps://doi.org/10.1142/s021902492450016xopenalex-snapshot
AFFINE MODELS WITH PATH-DEPENDENCE UNDER PARAMETER UNCERTAINTY AND THEIR APPLICATION IN FINANCE
inferred← citeshttps://doi.org/10.1524/stnd.2005.23.4.281openalex-snapshot
Credit risk with infinite dimensional Lévy processes
inferred← citeshttps://doi.org/10.70675/25e830bdz1051z44edzb797zc2d5f618b02eopenalex-snapshot
Sovereign risk modelling and applications
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