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Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process
Chen, Cho-Jieh; Panjer, Harry - In: Insurance: Mathematics and Economics 33 (2003) 2, pp. 357-380
Persistent link: https://www.econbiz.de/10005375374
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Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process
Chen, Cho-Jieh; Panjer, Harry - In: Insurance / Mathematics & economics 33 (2003) 2, pp. 357-380
Persistent link: https://www.econbiz.de/10006885589
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A bridge from ruin theory to credit risk
Chen, Cho-Jieh; Panjer, Harry - In: Review of quantitative finance and accounting 32 (2009) 4, pp. 373-404
Persistent link: https://www.econbiz.de/10008252125
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A bridge from ruin theory to credit risk
Chen, Cho-Jieh; Panjer, Harry - In: Review of Quantitative Finance and Accounting 32 (2009) 4, pp. 373-403
Persistent link: https://www.econbiz.de/10004999600
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Loss models : from data to decisions
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. - 2008 - 3. ed.
Persistent link: https://www.econbiz.de/10003702070
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Operational risk : modeling analytics
Panjer, Harry H. - 2006
Persistent link: https://www.econbiz.de/10003296118
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Loss models : from data to decisions
Klugman, Stuart A.; Panjer, Harry H.; Willmot, Gordon E. - Society of Actuaries - 2019 - Fifth edition
Persistent link: https://www.econbiz.de/10011877589
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Critical starting points for stable evaluation of mixed Poisson probabilities
Wang, Shaun; Panjer, Harry - In: Insurance: Mathematics and Economics 13 (1993) 3, pp. 287-297
Persistent link: https://www.econbiz.de/10005374938
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Proportional convergence and tail-cutting techniques in evaluating aggregate claim distributions
Wang, Shaun; Panjer, Harry - In: Insurance: Mathematics and Economics 14 (1994) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10005375288