@techreport{oai:tsukuba.repo.nii.ac.jp:00024833,
 author = {HUANG, Jia-Ping and SUMITA, Ushio and 住田, 潮},
 month = {Jul},
 title = {Evaluation of Cumulative Random Shocks Generated from a Semi-Markov Modulated Poisson Process and Its Application to CDO Pricing},
 year = {2011}
}