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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of fixed income"
~subject:"Kreditderivat"
~subject:"Risiko"
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Search: subject_exact:"Zahlungsunfähigkeit"
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Kreditderivat
Risiko
Insolvency
225
Insolvenz
225
Theorie
81
Theory
81
Credit risk
74
Kreditrisiko
74
USA
52
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Jarrow, Robert A.
2
Papaioannou, Apostolos D.
2
Skinner, Frank S.
2
Acerbis, Valentina
1
Ammer, John
1
Asimit, Alexandru V.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Drogovoz, Pavel
1
Díaz Pérez, Antonio
1
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1
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1
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1
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1
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1
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1
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1
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1
Koerniadi, Hardjo
1
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Insurance / Mathematics & economics
International review of financial analysis
The journal of fixed income
Journal of banking & finance
26
Working paper / National Bureau of Economic Research, Inc.
16
Journal of financial economics
12
NBER working paper series
12
NBER Working Paper
11
The journal of credit risk : published quarterly by Incisive Media
11
International journal of theoretical and applied finance
10
Review of finance : journal of the European Finance Association
9
The journal of corporate finance : contracting, governance and organization
8
IWH-Diskussionspapiere
7
Journal of financial stability
7
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7
Finance research letters
6
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Risks : open access journal
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The review of financial studies
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Working paper
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European journal of operational research : EJOR
4
IMF working papers
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of international money and finance
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Review of derivatives research
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of real estate finance and economics
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CESifo working papers
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ECONIS (ZBW)
34
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Economic policy uncertainty and bankruptcy filings
Fedorova, Elena
;
Ledyaeva, Svetlana
;
Drogovoz, Pavel
; …
- In:
International review of financial analysis
82
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013426254
Saved in:
3
An empirical evaluation of alternative fundamental models of credit spreads
Murphy, Austin
;
Headley, Adrian
- In:
International review of financial analysis
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013411160
Saved in:
4
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
5
Ruin probabilities under capital constraints
Ramsden, Lewis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
Saved in:
6
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
7
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
8
Cross-border mergers and acquisitions and default risk
Koerniadi, Hardjo
;
Krishnamurti, Chandrasekhar
;
Tourani …
- In:
International review of financial analysis
42
(
2015
),
pp. 336-348
Persistent link: https://www.econbiz.de/10011573521
Saved in:
9
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
10
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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