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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~accessRights:"free"
~language:"eng"
~person:"Herbertsson, Alexander"
~subject:"Credit insurance"
~subject:"Institutionenökonomik"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~type_genre:"Book section"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Credit insurance
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Herbertsson, Alexander
Härdle, Wolfgang
40
Pesaran, M. Hashem
35
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
30
Platen, Eckhard
30
Hautsch, Nikolaus
29
Koopman, Siem Jan
24
Lucas, André
24
Jenkins, Stephen
19
Buch, Claudia M.
17
Berg, Gerard J. van den
16
Castelnuovo, Efrem
16
Guidolin, Massimo
16
Linton, Oliver
16
Heckman, James J.
15
Herwartz, Helmut
15
Pierdzioch, Christian
14
Rubio-Ramírez, Juan Francisco
14
Andreasen, Martin Møller
13
Caggiano, Giovanni
13
Hoffmann, Mathias
13
Marcellino, Massimiliano
13
Uppal, Raman
13
Haque, Qazi
12
He, Xue-zhong
12
Kaiser, Ulrich
12
Kaufmann, Daniel
12
Malamud, Semyon
12
Teulings, Coen N.
12
Van Wincoop, Eric
12
Ślepaczuk, Robert
12
Bacchetta, Philippe
11
Blundell, Richard W.
11
Clark, Todd E.
11
Dustmann, Christian
11
Evstigneev, Igor V.
11
Kilian, Lutz
11
Vries, Casper G. de
11
Acemoglu, Daron
10
Barnett, William A.
10
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ECONIS (ZBW)
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1
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
2
Saddlepoint approximations for credit portfolios with stochastic recoveries
Herbertsson, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013369349
Saved in:
3
Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
Saved in:
4
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
Saved in:
5
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
Saved in:
6
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
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