Pages that link to "Item:Q3126233"
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The following pages link to DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233):
Displayed 24 items.
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Default and information (Q959675) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process. (Q1423367) (← links)
- Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling (Q2463723) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- Default-risky bond prices with jumps, liquidity risk and incomplete information (Q2477606) (← links)
- A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
- Stochastic mortality under measure changes (Q3103210) (← links)
- On a multivariate Markov chain model for credit risk measurement (Q3375399) (← links)
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- Default risk and derivative products (Q4541531) (← links)
- Default risk and derivative products (Q4541532) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)
- Discrete credit barrier models (Q5711163) (← links)