Ramin Okhrati

Available identifiers

zbMath Open okhrati.raminMaRDI QIDQ2352883

List of research outcomes

Publication	Date of Publication	Type
Modelling credit card exposure at default using vine copula quantile regression	2023-07-11	Paper
LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES	2022-03-11	Paper
“A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007	2022-01-10	Paper
Hedging the Risk of Delayed Data in Defaultable Markets	2019-06-18	Paper
Designing sound deposit insurances	2017-09-07	Paper
Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies	2017-09-06	Paper
Itô's formula for finite variation Lévy processes: the case of non-smooth functions	2015-07-06	Paper

Research outcomes over time

This page was built for person: Ramin Okhrati