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Duffie, D. (2011-06-01). Frailty‐Induced Correlation *. In Measuring Corporate Default Risk. : Oxford University Press. Retrieved 22 Aug. 2019, from https://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199279234.001.0001/acprof-9780199279234-chapter-6.