AN APPROACH TO CORPORATE AND ASSETS DEFAULT

Pavel Stoynov ()
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Pavel Stoynov: Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski

Yearbook of the Faculty of Economics and Business Administration, Sofia University, 2011, vol. 9, issue 1, 231-236

Abstract: The general specification of default risk premium in the context of an intensity-based model is considered. Some examples and applications to modeling survival probabilities of both assets and firms in an economy are given.

Keywords: default risk; intensity-based approach; diversification. (search for similar items in EconPapers)
Date: 2011
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