@inProceedings{Shevchenko2012,
author = "Pavel V. Shevchenko
 and Xiaolin Luo",
title = "Dependent default and recovery: Markov chain Monte Carlo study of downturn Loss Given Default credit risk model",
series = "ANZIAM J.",
volume = "53",
pages = "C185--C202",
year = 2012,
booktitle = "Proceedings of the 10th Biennial Engineering Mathematics and Applications Conference, EMAC-2011",
editor = "Mark Nelson  and Mary Coupland  and Harvinder Sidhu  and Tara Hamilton  and A. J. Roberts",
month = jun,
note = "\url {http://journal.austms.org.au/ojs/index.php/ANZIAMJ/article/view/5080} [June 6, 2012]",
keywords = "credit risk, Markov chain Monte Carlo, Bayesian inference",
subjclass = "",
}