"Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

Tak Kuen Siu

doi:10.1080/10920277.2010.10597582

"Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

Tak Kuen Siu^*

^*Corresponding author for this work

Department of Actuarial Studies and Business Analytics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	150-156
Number of pages	7
Journal	North American Actuarial Journal
Volume	14
Issue number	1
DOIs	https://doi.org/10.1080/10920277.2010.10597582
Publication status	Published - 1 Jan 2010

Access to Document

10.1080/10920277.2010.10597582

Cite this

@article{fd57143dfc1840cdaf5948647897d6a7,

title = "{"}Computation of multivariate barrier crossing probability and its applications in credit risk models,{"} Joonghee Huh and Adam Kolkiewicz, July 2008",

author = "Siu, \{Tak Kuen\}",

year = "2010",

month = jan,

day = "1",

doi = "10.1080/10920277.2010.10597582",

language = "English",

volume = "14",

pages = "150--156",

journal = "North American Actuarial Journal",

issn = "1092-0277",

publisher = "Taylor \& Francis",

number = "1",

}

TY - JOUR

T1 - "Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

AU - Siu, Tak Kuen

PY - 2010/1/1

Y1 - 2010/1/1

UR - https://www.scopus.com/pages/publications/77954319869

U2 - 10.1080/10920277.2010.10597582

DO - 10.1080/10920277.2010.10597582

M3 - Article

AN - SCOPUS:77954319869

SN - 1092-0277

VL - 14

SP - 150

EP - 156

JO - North American Actuarial Journal

JF - North American Actuarial Journal

IS - 1

ER -

"Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

Access to Document

Other files and links

Cite this