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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~language:"fin"
~person:"Börsch-Supan, Axel"
~person:"Gouriéroux, Christian"
~person:"Koskela, Erkki"
~person:"Pestieau, Pierre"
~subject:"Credit risk"
~subject:"Germany"
~subject:"Globalisierung"
~subject:"Impact assessment"
~subject:"Systemrisiko"
~subject:"Theory"
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Credit risk
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Börsch-Supan, Axel
Gouriéroux, Christian
Koskela, Erkki
Pestieau, Pierre
Robert, Christian P.
41
Monfort, Alain
25
Zakoïan, Jean-Michel
18
Francq, Christian
16
Guégan, Dominique
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Scaillet, Olivier
15
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14
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13
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12
Crépon, Bruno
12
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12
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12
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11
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Touzi, Nizar
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6
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6
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6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
CORE discussion paper : DP
67
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59
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51
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42
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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ECONIS (ZBW)
67
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1
The high water mark scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342674
Saved in:
2
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, Jean-Cyprian
;
Monfort, Alain
-
2013
Persistent link: https://www.econbiz.de/10009753234
Saved in:
3
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010342741
Saved in:
4
The loss carry forward scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342673
Saved in:
5
Love and death : a Freund model with frailty
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010348561
Saved in:
6
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
7
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553161
Saved in:
8
Robust portfolio allocation with systematic risk contribution restrictions
Darolles, Serge
;
Gouriéroux, Christian
;
Jay, Emmanuelle
-
2012
Persistent link: https://www.econbiz.de/10010188791
Saved in:
9
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
10
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
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