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- Paper Systemic risk measures on general measurable spaces 2016-11-29 Paper Asymptotic behaviour of multivariate default probabilities and default correlations...10 bytes (17 words) - 12:27, 11 December 2023
- null hypotheses 2009-12-10 Paper Default Bayesian goodness-of-fit tests for the skew-normal model 2009-10-21 Paper A default Bayesian procedure for the generalized...10 bytes (17 words) - 13:56, 10 December 2023
- Publication Type Default and determinacy under quantitative easing 2022-08-31 Paper A computable general equilibrium model for banking sector risk assessment...10 bytes (18 words) - 20:12, 9 December 2023
- valuation in international insurance 1987-01-01 Paper Insurance premiums and default risk in mutual insurance 1986-01-01 Paper...10 bytes (18 words) - 09:59, 13 December 2023
- of credit default insurance for subprime residential mortgage-backed securities 2014-11-24 Paper Subprime mortgage funding and liquidity risk 2014-09-05...10 bytes (18 words) - 23:21, 11 December 2023
- Publication Date of Publication Type Bowley solution under the reinsurer's default risk 2024-03-21 Paper Inter‐temporal mutual‐fund management 2023-09-28 Paper...10 bytes (18 words) - 13:38, 28 January 2024
- Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach 2023-02-16 Paper Financial fragility and credit risk: a simulation...10 bytes (16 words) - 23:27, 10 December 2023
- Publication Type Efficient exposure computation by risk factor decomposition 2019-02-06 Paper Liquidity risk in derivatives valuation: an improved credit proxy...10 bytes (16 words) - 16:34, 12 December 2023
- based on risk measures: a review’ 2023-03-07 Paper Bilateral risk sharing in a comonotone market with rank-dependent utilities 2023-02-01 Paper Risk-Sharing...10 bytes (18 words) - 01:39, 11 December 2023
- 2016-06-27 Paper Default probabilities of a holding company, with complete and partial information 2015-08-26 Paper Evaluation and default time for companies...10 bytes (16 words) - 16:46, 10 December 2023
- Probability of default estimation in credit risk using mixture cure models 2023-11-28 Paper Probability of default estimation in credit risk using a nonparametric...10 bytes (18 words) - 01:01, 25 September 2023
- portfolio selections with dependent risks 2015-06-18 Paper Optimal reinsurance with regulatory initial capital and default risk 2015-01-28 Paper Some new notions...10 bytes (16 words) - 11:07, 11 December 2023
- of Erlang Mixtures with Risk Theoretic Applications 2022-01-10 Paper Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications -...10 bytes (18 words) - 23:53, 8 December 2023
- investment and reinsurance of an insurer under variance premium principle and default risk 2016-10-31 Paper Optimal investment and reinsurance strategies for insurers...10 bytes (17 words) - 13:46, 10 December 2023
- Sobol’ sequences in prime power bases 2016-04-28 Paper A risk model with varying premiums: its risk management implications 2015-03-13 Paper Optimal reinsurance...10 bytes (16 words) - 23:12, 8 December 2023
- aspects of portfolio risk estimation in volatile markets: a survey 2023-03-13 Paper Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency...10 bytes (18 words) - 23:43, 9 December 2023
- PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION 2019-05-29 Paper Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular...10 bytes (17 words) - 03:05, 25 September 2023
- Paper Assessment of mortgage default risk via Bayesian state space models 2013-12-10 Paper Assessment of mortgage default risk via Bayesian reliability models...10 bytes (16 words) - 15:42, 10 December 2023
- de/entity/Q4901645 2013-01-24 Paper Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities 2013-01-22 Paper https://portal...10 bytes (17 words) - 14:45, 10 December 2023
- subordinators, efficient simulation, and applications to credit risk 2019-09-16 Paper Long-Term Risk: A Martingale Approach 2019-01-31 Paper Long-term factorization...10 bytes (16 words) - 01:47, 11 December 2023
