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isPartOf:"Working papers in economics"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Numerical analysis"
~subject:"Real estate price"
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Working papers in economics
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
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2
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
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3
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
4
Estimation of housing price jump risks and their impact on the valuation of mortgage insurance contracts
Chen, Ming-chi
;
Chang, Chia-Chien
;
Lin, Shih-kuei
; …
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10003981532
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