A Markovian infectious model for dependent default risk.

Jia-Wen Gu Wai-Ki Ching Tak Kuen Siu

Published in: Int. J. Intell. Eng. Informatics (2011)

Keyphrases

probabilistic model
computational model
statistical model
management system
sensitivity analysis
formal model
network model
database
multiscale
data model
probability distribution
parameter estimation
process model
prediction model