cacophony 发表于 2025-3-26 23:27:33
http://reply.papertrans.cn/47/4653/465296/465296_31.png我正派 发表于 2025-3-27 03:27:39
SeongHan Shin,Shota Yamada,Goichiro Hanaoka,Yusuke Ishida,Atsushi Kunii,Junichi Oketani,Shimpei Kuniflaunt 发表于 2025-3-27 05:27:46
http://reply.papertrans.cn/47/4653/465296/465296_33.pngAnthropoid 发表于 2025-3-27 11:00:27
Maharage Nisansala Sevwandi Perera,Toru Nakamura,Masayuki Hashimoto,Hiroyuki Yokoyamaincarcerate 发表于 2025-3-27 13:56:48
http://reply.papertrans.cn/47/4653/465296/465296_35.pngdebase 发表于 2025-3-27 18:13:09
Mi Yeon Hong,Ji Won Yoonn here as a . stopping time, in the terminology of the general theory of stochastic processes (see, e.g., Dellacherie (1972) or Jacod and Shiryaev (1987)). The main tool in this approach is an exogenous specification of the conditional probability of default, given that default has not yet occurred.Negotiate 发表于 2025-3-27 23:58:31
Gwangbae Choi,Serge Vaudenay (for related results, also see Eberlein and Raible (1999) and Eberlein (2001)). In contrast with models presented in the previous chapter, the credit migration process is not exogenously specified, but it is endogenous in a model. It follows a conditionally Markov process with respect to a referencConstant 发表于 2025-3-28 06:08:24
http://reply.papertrans.cn/47/4653/465296/465296_38.pngintellect 发表于 2025-3-28 09:46:18
SeongHan Shinhe contract’s settlement. In other words, the reference risk is that part of the contract’s risk, which is associated with the third party; i.e., with the entity, which is not a party in a given agreement. In the present context, the third party is referred to as the reference entity of a given contAllergic 发表于 2025-3-28 12:16:43
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