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Theory
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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International review of financial analysis
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Scandinavian actuarial journal
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The European journal of finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Computational economics
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The journal of risk model validation
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Mathematics and financial economics
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SpringerLink / Bücher
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Astin bulletin : the journal of the International Actuarial Association
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Operations research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematics of operations research
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
4,420
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1
Pricing CDS spreads with Credit Valuation Adjustment using a mixture
copula
Harb, Etienne
;
Louhichi, Wael
- In:
Research in international business and finance
39
(
2017
),
pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
Saved in:
2
Dependence in credit default swap and equity markets : dynamic
copula
with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
3
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
4
Copula
-MGARCH with continuous covariance decomposition
Herwartz, Helmut
;
Raters, Fabian H. C.
- In:
Economics letters
133
(
2015
),
pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
Saved in:
5
Estimating dynamic
copula
dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
6
Dependency between risks and the insurer's economic capital : a
copula
-based GARCH model
Shim, Jeungbo
;
Lee, Seung-Hwan
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011671161
Saved in:
7
Alternative capital requirement for insurers : possibilities and issues
Zariņa, Ilze
;
Voronova, Irina
;
Pettere, Gaida
- In:
International journal of economics and business …
21
(
2021
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012508726
Saved in:
8
Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium
Sari, Suci Fratma
;
Hakim, Arief
;
Magdalena, Ikha
; …
- In:
Journal of risk and financial management : JRFM
16
(
2023
)
2
,
pp. 1-20
distribution and the Farlie–Gumbel–Morgenstern (FGM)
copula
-based bivariate exponential distribution. The reinsurance premium paid …
Persistent link: https://www.econbiz.de/10014305958
Saved in:
9
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
10
Essays in Financial Economics
Sobott, Jonas Karl
-
2017
Persistent link: https://www.econbiz.de/10012794977
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