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- 2022-08-10 Paper Deferred taxation under default risk 2020-03-06 Paper Accelerated depreciation, default risk and investment decisions 2018-08-07 Paper...10 bytes (19 words) - 18:39, 24 September 2023
- investment and consumption with default risk: HARA utility 2013-09-20 Paper Optimal portfolio and consumption selection with default risk 2013-04-10 Paper FIRST...10 bytes (16 words) - 10:45, 7 October 2023
- contracts under stochastic interest rates and default risk 2007-05-24 Paper Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion...10 bytes (19 words) - 20:21, 11 December 2023
- Date of Publication Type A Credit Risk Modelling Approach to Assess Supplier Default Risk 2019-09-13 Paper Negative Default Dependencies: Do Automotive Suppliers...10 bytes (16 words) - 21:37, 22 September 2023
- logistics 2023-07-11 Paper A Credit Risk Modelling Approach to Assess Supplier Default Risk 2019-09-13 Paper Negative Default Dependencies: Do Automotive Suppliers...10 bytes (18 words) - 21:37, 22 September 2023
- Publication Type Fairness principles for insurance contracts in the presence of default risk 2023-09-28 Paper Insiders and Their Free Lunches: The Role of Short Positions...10 bytes (16 words) - 07:18, 7 October 2023
- mortgage pass-through securities with partial prepayment risk 2022-08-01 Paper Pricing default risk in mortgage-backed securities under a regime-switching...10 bytes (17 words) - 00:43, 9 December 2023
- investment under multiple defaults risk: a BSDE-decomposition approach 2013-04-24 Paper Credit risk with asymmetric information on the default threshold 2012-11-09...10 bytes (16 words) - 03:47, 12 December 2023
- structures under default risk 2018-10-31 Paper A Generalized Intensity-Based Framework for Single-Name Credit Risk 2018-10-22 Paper DYNAMIC DEFAULTABLE TERM STRUCTURE...10 bytes (16 words) - 10:40, 6 October 2023
- Semimartingales and shrinkage of filtration 2021-11-04 Paper FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS 2021-08-24 Paper...10 bytes (18 words) - 20:00, 11 December 2023
- 2012-03-22 Paper DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK 2011-06-09 Paper Up and down credit risk 2010-12-20 Paper Defaultable game options...10 bytes (19 words) - 00:39, 9 December 2023
- insurer with default risk under a jump-diffusion risk model 2022-05-17 Paper Time-consistent investment-reinsurance strategy with a defaultable security under...10 bytes (17 words) - 23:15, 9 December 2023
- copulas 2018-11-19 Paper Is Tail Risk Priced in Credit Default Swap Premia? 2018-11-09 Paper Liquidity tail risk and credit default swap spreads 2018-05-17 Paper...10 bytes (20 words) - 01:15, 11 December 2023
- COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK 2013-06-24 Paper RESTRUCTURING COUNTERPARTY CREDIT RISK 2013-06-24...10 bytes (17 words) - 20:21, 8 December 2023
- Autoregressive Risk Model with Application to Portfolio Optimization 2014-07-19 Paper Reducing risk by merging counter-monotonic risks 2014-06-23 Paper...10 bytes (17 words) - 13:55, 8 December 2023
- Paper Tail-risk protection trading strategies 2018-11-19 Paper Model risk of contingent claims 2018-11-14 Paper Competition, Bonuses, and Risk-taking in...10 bytes (17 words) - 18:27, 13 December 2023
- value and default probability estimation beyond Merton models 2008-06-11 Paper On the relationship between absolute prudence and absolute risk aversion...10 bytes (18 words) - 16:55, 12 December 2023
- 2021-09-29 Paper Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives 2020-09-09 Paper Risk-Sensitive Asset Management...10 bytes (17 words) - 15:32, 11 December 2023
- incomplete market model with default 2021-11-03 Paper European Options in a Nonlinear Incomplete Market Model with Default 2020-11-07 Paper On the strict...10 bytes (18 words) - 22:41, 11 December 2023
- Paper Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default 2021-05-03 Paper Spatial...10 bytes (18 words) - 01:33, 11 December 2023
