@article{10_4064_am30_2_1,
     author = {Tomasz R. Bielecki and Marek Rutkowski},
     title = {Dependent defaults and credit migrations},
     journal = {Applicationes Mathematicae},
     pages = {121--145},
     publisher = {mathdoc},
     volume = {30},
     number = {2},
     year = {2003},
     doi = {10.4064/am30-2-1},
     zbl = {1031.60068},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am30-2-1/}
}