%A 山下, 智志 %A 吉羽, 要直 %A 日本銀行金融研究所 %T Analytical solution for expected loss of a collateralized loan : a square-root intensity process negatively correlated with collateral value %I Institute for Monetary and Economic Studies, Bank of Japan %D 2010 %S IMES discussion paper series %V no. 2010-E-10 %U https://ci.nii.ac.jp/ncid/BB05392532