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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~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
Institutionenökonomik
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Schätzung
Credit risk
10
Kreditrisiko
10
Theorie
10
Theory
10
Portfolio selection
9
Credit derivative
5
Kreditderivat
5
Kreditversicherung
5
Markov chain
3
Markov-Kette
3
Numerical analysis
3
Numerisches Verfahren
3
Multivariate Verteilung
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Multivariate distribution
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Derivat
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Fourier-transform methods
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Risikomanagement
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Risk management
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Telecommunications industry
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conditional independent dependence modelling
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Aufsatz im Buch
Congress report
Book section
Handbuch
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Arbeitspapier
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Herbertsson, Alexander
Härdle, Wolfgang
52
Pesaran, M. Hashem
50
Gil-Alaña, Luis A.
44
Caporale, Guglielmo Maria
43
Hautsch, Nikolaus
34
Fabozzi, Frank J.
32
Marcellino, Massimiliano
32
Platen, Eckhard
31
Lucas, André
30
Uppal, Raman
28
Campbell, John Y.
27
Koopman, Siem Jan
26
Timmermann, Allan
26
Berg, Gerard J. van den
24
Herwartz, Helmut
24
Blundell, Richard W.
23
Heckman, James J.
22
Rubio-Ramírez, Juan Francisco
22
Gollier, Christian
21
Pástor, Ľuboš
21
Engle, Robert F.
20
Jenkins, Stephen
20
Kilian, Lutz
20
Linton, Oliver
20
Vries, Casper G. de
20
Maurer, Raimond
19
Sentana, Enrique
19
Stambaugh, Robert F.
19
Teulings, Coen N.
19
Buch, Claudia M.
18
Guidolin, Massimo
18
Račev, Svetlozar T.
18
Satchell, Stephen
18
Van Wincoop, Eric
18
Egger, Peter
17
Gylfi Zoega
17
Mittnik, Stefan
17
Schenk-Hoppé, Klaus Reiner
17
Acemoglu, Daron
16
Bacchetta, Philippe
16
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Working papers in economics
6
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
The Oxford handbook of credit derivatives
1
The credit derivatives handbook : global perspectives, innovations, and market drivers
1
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ECONIS (ZBW)
10
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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
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
Saved in:
5
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
Saved in:
6
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:
7
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:
8
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
9
Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.
;
Crépey, Stéphane
;
Herbertsson, …
- In:
The Oxford handbook of credit derivatives
.
2012
Persistent link: https://www.econbiz.de/10012882005
Saved in:
10
Default contagion in large homogeneous portfolios
Herbertsson, Alexander
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 303-334)
.
2008
Persistent link: https://www.econbiz.de/10003748427
Saved in:
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