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Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

ASTIN Bulletin - United Kingdom
doi 10.1017/s0515036100013441
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Abstract

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Categories
AccountingEconomicsEconometricsFinance
Date

November 1, 2003

Authors
Filip LindskogAlexander J. McNeil
Publisher

Cambridge University Press (CUP)


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