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Strategic justifications of the TAL family of rules for bankruptcy problems

Moreno-Ternero, Juan D.; Tsay, Min-Hung; Yeh, Chun-hsien - In: International journal of economic theory 18 (2022) 1, pp. 92-102

Persistent link: https://www.econbiz.de/10013161979

Relations among the central rules in bankruptcy problems : a strategic perspective

Tsay, Min-Hung; Yeh, Chun-hsien - In: Games and economic behavior 113 (2019), pp. 515-532

Persistent link: https://www.econbiz.de/10012174528

A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks

Chang, Chuang-chang; Yu, Jih-Chieh - In: Research in finance 23 (2006), pp. 193-220

Persistent link: https://www.econbiz.de/10003753454

Measuring risk-based premium and capital requirement for insurers

Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78

Persistent link: https://www.econbiz.de/10001406382

Credit Enhancement and Loan Default Risk Premiums

Chang, Chuang-Chang - 2015

Using contingent claims analysis, we study the impact of private guarantees on the default risk premiums or credit spreads of discount loans. Specifically, we analyze the reduction of the default risk premium on a new junior loan by obtaining the numerical estimates under a stochastic interest...

Persistent link: https://www.econbiz.de/10013026387