Narrow search
Showing 81 - 90 of 384
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
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian; Larson, C. Erik - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
Cover Image
Understanding the market reaction to shockwaves : evidence from the failure of Lehman Brothers
Dumotaux, Nicolas; Pop, Adrian - In: Journal of financial stability 9 (2013) 3, pp. 269-286
Persistent link: https://www.econbiz.de/10010237087
Cover Image
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Boutin-Dufresne, François - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 193-199
Persistent link: https://www.econbiz.de/10001058130
Cover Image
Defaults and losses given default of structured finance securities
Hu, Jian; Cantor, Richard - In: The journal of fixed income 13 (2004) 4, pp. 5-24
Persistent link: https://www.econbiz.de/10002029941
Cover Image
Rating agency actions around the investment-grade boundary
Johnson, Richard - In: The journal of fixed income 13 (2004) 4, pp. 25-37
Persistent link: https://www.econbiz.de/10002029956
Cover Image
Applying bankruptcy prediction models to distressed high yield bond issues
Marchesini, Roberto; Perdue, Grady; Bryan, Vicki - In: The journal of fixed income 13 (2004) 4, pp. 50-56
Persistent link: https://www.econbiz.de/10002029994
Cover Image
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Cover Image
Impact of correlated default risk on credit portfolios
Das, Sanjiv R.; Fong, H. Gifford; Geng, Gary - In: The journal of fixed income 11 (2001) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10001706056
Cover Image
Pricing convertible bonds with default risk
Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10001706057