Open AccessEnvelope Condition Method with an Application to Default Risk Models
Author(s) -
Cristina Arellano,
Lilia Maliar,
Serguei Maliar,
Viktor Tsyrennikov
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2470009
Subject(s) - envelope (radar) , econometrics , actuarial science , computer science , business , risk analysis (engineering) , economics , telecommunications , radar
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