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~accessRights:"restricted"
~isPartOf:"Journal of mathematical economics"
~subject:"Risk measure"
~subject:"Risk"
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An axiomatic approach to default risk and model uncertainty in rating systems
Nendel, Max
;
Streicher, Jan
- In:
Journal of mathematical economics
109
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014474758
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2
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias
;
Riedel, Frank
- In:
Journal of mathematical economics
59
(
2015
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011573463
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