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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
~subject:"Risk measure"
~subject:"Risk model"
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Search: subject_exact:"Schuldnerverzug"
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Portfolio selection
Risk measure
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Insolvency
37
Insolvenz
37
Theorie
25
Theory
25
Credit risk
12
Kreditrisiko
12
Finanzmathematik
9
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Papaioannou, Apostolos D.
2
Tang, Qihe
2
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1
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1
Badescu, Andrei L.
1
Cai, Jun
1
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1
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Insurance / Mathematics & economics
The journal of credit risk : published quarterly by Incisive Media
8
European journal of operational research : EJOR
6
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER working paper series
5
Risks : open access journal
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of theoretical and applied finance
4
Scandinavian actuarial journal
4
The journal of fixed income
4
Finance research letters
3
International Journal of Financial Studies : open access journal
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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Review of derivatives research
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Annals of financial economics
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CESifo working papers
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2
Discussion paper series / Harvard Institute of Economic Research
2
European financial management : the journal of the European Financial Management Association
2
Expert journal of finance
2
Finance and stochastics
2
IMES discussion paper series / Englische Ausgabe
2
International journal of economics and finance
2
International journal of forecasting
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial economics
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Journal of financial stability
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
17
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1
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10
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17
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date (oldest first)
1
Ruin probabilities under capital constraints
Ramsden, Lewis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
Saved in:
2
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen
;
Li, Xiaohu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
Saved in:
3
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
4
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
5
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
6
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
7
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
8
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
9
Capital requirements with defaultable securities
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
Saved in:
10
On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming
;
Lu, Yi
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10009736123
Saved in:
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