Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk. Sun, Y., Mendoza-Arriaga, R., & Linetsky, V. Advances in Applied Probability, 49(2):481–514, June, 2017. Paper doi bibtex @Article{Sun:2017:MOD,
author = "Yunpeng Sun and Rafael Mendoza-Arriaga and Vadim
Linetsky",
title = "{Marshall-Olkin} distributions, subordinators,
efficient simulation, and applications to credit risk",
journal = j-ADV-APPL-PROB,
volume = "49",
number = "2",
pages = "481--514",
month = jun,
year = "2017",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.1017/apr.2017.10",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat Mar 16 08:55:03 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/marshallolkin-distributions-subordinators-efficient-simulation-and-applications-to-credit-risk/25756CCEE3844AAE5703C85287978C0E",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability",
onlinedate = "26 June 2017",
}
Downloads: 0
{"_id":"9XZ6uX8ecZjLF8cHy","bibbaseid":"sun-mendozaarriaga-linetsky-marshallolkindistributionssubordinatorsefficientsimulationandapplicationstocreditrisk-2017","author_short":["Sun, Y.","Mendoza-Arriaga, R.","Linetsky, V."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Yunpeng"],"propositions":[],"lastnames":["Sun"],"suffixes":[]},{"firstnames":["Rafael"],"propositions":[],"lastnames":["Mendoza-Arriaga"],"suffixes":[]},{"firstnames":["Vadim"],"propositions":[],"lastnames":["Linetsky"],"suffixes":[]}],"title":"Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk","journal":"Advances in Applied Probability","volume":"49","number":"2","pages":"481–514","month":"June","year":"2017","coden":"AAPBBD","doi":"https://doi.org/10.1017/apr.2017.10","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Sat Mar 16 08:55:03 MDT 2019","bibsource":"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/marshallolkin-distributions-subordinators-efficient-simulation-and-applications-to-credit-risk/25756CCEE3844AAE5703C85287978C0E","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"https://www.cambridge.org/core/journals/advances-in-applied-probability","onlinedate":"26 June 2017","bibtex":"@Article{Sun:2017:MOD,\n author = \"Yunpeng Sun and Rafael Mendoza-Arriaga and Vadim\n Linetsky\",\n title = \"{Marshall-Olkin} distributions, subordinators,\n efficient simulation, and applications to credit risk\",\n journal = j-ADV-APPL-PROB,\n volume = \"49\",\n number = \"2\",\n pages = \"481--514\",\n month = jun,\n year = \"2017\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.1017/apr.2017.10\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Sat Mar 16 08:55:03 MDT 2019\",\n bibsource = \"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/marshallolkin-distributions-subordinators-efficient-simulation-and-applications-to-credit-risk/25756CCEE3844AAE5703C85287978C0E\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability\",\n onlinedate = \"26 June 2017\",\n}\n\n","author_short":["Sun, Y.","Mendoza-Arriaga, R.","Linetsky, V."],"key":"Sun:2017:MOD","id":"Sun:2017:MOD","bibbaseid":"sun-mendozaarriaga-linetsky-marshallolkindistributionssubordinatorsefficientsimulationandapplicationstocreditrisk-2017","role":"author","urls":{"Paper":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/marshallolkin-distributions-subordinators-efficient-simulation-and-applications-to-credit-risk/25756CCEE3844AAE5703C85287978C0E"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["marshall","olkin","distributions","subordinators","efficient","simulation","applications","credit","risk","sun","mendoza-arriaga","linetsky"],"title":"Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk","year":2017}