scientific article; zbMATH DE number 2151382
From MaRDI portal
Publication:4660865
Recommendations
- Core of the reinsurance market with dependent risks
- Ratemaking of dependent risks
- A structure for general and specific market risk
- Dependence structure of risk factors and diversification effects
- Diversification of aggregate dependent risks
- Improving financial risk assessment through dependency
- Risk measures and dependencies of risks
- Sector concentration risk: a model for estimating capital requirements
Cited in
(7)- Risk management in credit risk portfolios with correlated assets.
- scientific article; zbMATH DE number 1775715 (Why is no real title available?)
- scientific article; zbMATH DE number 2151373 (Why is no real title available?)
- scientific article; zbMATH DE number 2151379 (Why is no real title available?)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS
- CreditRisk\(^+\) model with dependent risk factors
- Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4660865)
