The following pages link to (Q4657105):
Displayed 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- \(\mathcal{G}\)-inhomogeneous Markov systems of high order (Q973027) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- Funding, repo and credit inclusive valuation as modified option pricing (Q1728382) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Surrender contagion in life insurance (Q2103054) (← links)
- Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance (Q2115707) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- Background filtrations and canonical loss processes for top-down models of portfolio credit risk (Q2271727) (← links)
- Forward-looking solvency contagion (Q2338548) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Multiple risk factor dependence structures: copulas and related properties (Q2397858) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Intensity-based premium evaluation for unemployment insurance products (Q2446012) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Reporting bias in incomplete information model (Q2453012) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- A remark on credit risk models and copula (Q2920941) (← links)
- RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- Random Time with Differentiable Conditional Distribution Function (Q3178730) (← links)
- Impact of multiple curve dynamics in credit valuation adjustments under collateralization (Q4554408) (← links)
- WRONG-WAY RISK CVA MODELS WITH ANALYTICAL EPE PROFILES UNDER GAUSSIAN EXPOSURE DYNAMICS (Q4595298) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- Effects of Regime Switching on Pricing Credit Options in a Shifted CIR Model (Q4609030) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL (Q4691252) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)