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isPartOf:"European journal of law and economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The review of financial studies"
~subject:"Theory"
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Search: subject_exact:"Unternehmensinsolvenz"
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Tang, Qihe
3
Acharya, Viral V.
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Gennaioli, Nicola
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European journal of law and economics
Insurance / Mathematics & economics
The journal of credit risk : published quarterly by Incisive Media
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
45
NBER working paper series
44
Journal of banking & finance
39
NBER Working Paper
38
Journal of financial economics
30
European journal of operational research : EJOR
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International review of financial analysis
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of economics & finance : IREF
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ECONIS (ZBW)
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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
Dynamic class-imbalanced financial distress prediction based on case-based reasoning integrated with time weighting and resampling
Sun, Jie
;
Sun, Mingyang
;
Zhao, Mengru
;
Du, Yingying
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10014488507
Saved in:
3
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
4
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
5
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
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6
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
7
Efficient priority rules under default : the case of traditio versus contract principle
Andreasson, Jens
;
Faber, Wolfgang
;
Gangopadhyay, Shubhashis
- In:
European journal of law and economics
51
(
2021
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10012427802
Saved in:
8
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
9
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
10
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
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