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  • Structural Credit Risk Modeling: Merton and Beyond

    Structural Credit Risk Modeling: Merton and Beyond This article provides an overview of the commonly used structural credit risk modeling approach that is less familiar to the actuarial ...

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    • Authors: YU WANG
    • Date: Jun 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods
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