Recovery Process Model for Two Companies
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Volume (Year): 16 (2009)
Issue (Month): 4 (December)
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References listed on IDEAS
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- Dermine, J. & de Carvalho, C. Neto, 2006. "Bank loan losses-given-default: A case study," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1219-1243, April.
- Partrat, Christian, 1994. "Compound model for two dependent kinds of claim," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 219-231, December.
- Itoh, Yuki, 2008. "Recovery Process Model," Discussion Papers 2008-08, Graduate School of Economics, Hitotsubashi University.
- Yuki Itoh, 2008. "Recovery Process Model," Asia-Pacific Financial Markets, Springer, vol. 15(3), pages 307-347, December.
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