Similar Search Results - EconBiz

Explaining credit ratings through a perpetual-debt structural model

Barone, Gaia - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10012671409

Estimating loss-given default through advanced credibility theory

Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362

Persistent link: https://www.econbiz.de/10011715432

Quantitative methods in economics and finance

Kliestik, Tomas (ed.); Valaskova, Katarina (ed.); … - 2021

The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...

Persistent link: https://www.econbiz.de/10012586709

Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10011308397

Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails

Thampi, K. K. - In: International game theory review 17 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010526708

The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

Chen, Yiqing; Ng, Kai-Wang - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 415-423

Persistent link: https://www.econbiz.de/10003755761

Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes

Leipus, Remigijus; Šiaulys, Jonas - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 498-508

Persistent link: https://www.econbiz.de/10003755782

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

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

Life is cheap : using mortality bonds to hedge aggregate mortality risk

Friedberg, Leora; Webb, Anthony - 2006

Persistent link: https://www.econbiz.de/10003285501

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