A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 65, doi. 10.3390/risks5040065
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2017 AND VI 5 AND IP 4
Results: 14
1
2
Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 64, doi. 10.3390/risks5040064
- By:
- Publication type:
- Article
3
Special Issue "Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance".
- Published in:
- Risks, 2017, v. 5, n. 4, p. 63, doi. 10.3390/risks5040063
- By:
- Publication type:
- Article
4
An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 62, doi. 10.3390/risks5040062
- By:
- Publication type:
- Article
5
Bounded Brownian Motion.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 61, doi. 10.3390/risks5040061
- By:
- Publication type:
- Article
6
An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 60, doi. 10.3390/risks5040060
- By:
- Publication type:
- Article
7
A Review and Some Complements on Quantile Risk Measures and Their Domain.
- Published in:
- 2017
- By:
- Publication type:
- Art Reproduction
8
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 58, doi. 10.3390/risks5040058
- By:
- Publication type:
- Article
9
Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 57, doi. 10.3390/risks5040057
- By:
- Publication type:
- Article
10
Optional Defaultable Markets.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 56, doi. 10.3390/risks5040056
- By:
- Publication type:
- Article
11
Optimal Form of Retention for Securitized Loans under Moral Hazard.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 55, doi. 10.3390/risks5040055
- By:
- Publication type:
- Article
12
Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 54, doi. 10.3390/risks5040054
- By:
- Publication type:
- Article
13
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 53, doi. 10.3390/risks5040053
- By:
- Publication type:
- Article
14
The Impact of Risk Management in Credit Rating Agencies.
- Published in:
- Risks, 2017, v. 5, n. 4, p. 52, doi. 10.3390/risks5040052
- By:
- Publication type:
- Article