Narrow search
Showing 1 - 10 of 367
Cover Image
Liquidity risk after 20 years
Pástor, Ľuboš; Stambaugh, Robert F. - 2019
Persistent link: https://www.econbiz.de/10012149923
Cover Image
The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054
Cover Image
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
Cover Image
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 113 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466202