TY  - BOOK
AU  - Kuo, Cheng Kun and Lee, Chih Wei
TI  - Integrating market and credit risk using a simplified frailty default correlation structure
PY  - 2007///
KW  - Finance
KW  - Credit;Hazard model;Risk model
N2  - An integrated market and credit risk model with frailty variables Deriving proportional hazard model with frailty factor
ER  -