Browsing by Author "Bernal Berrio, Luis Alberto"

Now showing items 1-1 of 1

Modelo estructural de riesgo de crédito con intensidad estocástica de covariables observables y un factor de fragilidad determinado a partir de un proceso de saltos

Bernal Berrio, Luis Alberto

In this work, the parameters for the default intensity of observable covariates in the presence of an unobservable fragility factor are estimated. The observable information corresponds to the evolution In this work, the ...