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Modeling multiperiod corporate default probability when hazard ratios decay

Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10003853262

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

Sovereign risk and the pricing of corporate credit default swaps

Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011298504

Early Warning to Insolvency in the Pension Fund: The French Case

Bonneuil, Noël - In: Risks : open access journal 1 (2013) 1, pp. 1-13

The financial equilibrium of pension funds relies on the appropriate computation of retirement benefits, taking account of future payments and discount rates. Short-term errors in the commitment for retirement benefits, ill-suited investment in the stock market, or improper mixture with...

Persistent link: https://www.econbiz.de/10009754692

Default risk of money-market fund portfolios

Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71

Persistent link: https://www.econbiz.de/10011442549

Contingent credit default swaps: accurate and approximate pricing

Koziol, Christian; Schön, Thomas - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10011566278

A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default

Eckert, Johanna; Jakob, Kevin; Fischer, Matthias - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 97-119

Persistent link: https://www.econbiz.de/10011566295

Risk analysis probability of default : a stochastic simulation model

Montesi, Giuseppe; Papiro, Giovanni - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 29-86

Persistent link: https://www.econbiz.de/10010426467

Modeling credit spreads with the Cheyette model and its application to credit default swaptions

Natcheva-Acar, Kalina; Acar, Sarp Kaya; Krekel, Martin - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10009518037

Default predictors in credit scoring : evidence from France's retail banking instiution

Nguyen, Ha-thu - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 41-66

Persistent link: https://www.econbiz.de/10011298057

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