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subject:"Kreditrisiko"
subject:"United States"
~accessRights:"restricted"
~person:"Arismendi Zambrano, Juan Carlos"
~person:"Gatzert, Nadine"
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Kreditrisiko
United States
Risk management
17
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Arismendi Zambrano, Juan Carlos
Gatzert, Nadine
Acharya, Viral V.
6
Andreeva, Galina
5
Broll, Udo
5
Crook, Jonathan N.
5
Welzel, Peter
5
Almeida, Heitor
4
Cerezetti, Fernando
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Raviv, Alon
4
Rösch, Daniel
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Bachmair, Fritz Florian
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Bolder, David Jamieson
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Engelmann, Bernd
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Everling, Oliver
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Hlavica, Christian
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Hurlin, Christophe
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Kanno, Masayasu
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Klapproth, Uwe
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Li, Jianping
3
Lo, Andrew W.
3
MacMinn, Richard D.
3
Marzouk, Oussama
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Miani, Stefano
3
Turnbull, Stuart M.
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Wei, Lu
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Zhu, Xiaoqian
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Zopounidis, Constantin
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Baule, Rainer
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Berger, Allen N.
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Insurance / Mathematics & economics
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International review of financial analysis
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Journal of banking & finance
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Journal of financial stability
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The journal of risk finance : JRF
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ECONIS (ZBW)
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1
The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos
;
Belitsky, Vladimir
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
Saved in:
2
The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
Saved in:
3
Awareness, determinants and value of reputation risk management : empirical evidence from the banking and insurance industry
Heidinger, Dinah
;
Gatzert, Nadine
- In:
Journal of banking & finance
91
(
2018
),
pp. 106-118
Persistent link: https://www.econbiz.de/10011963642
Saved in:
4
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro
;
Kimura, Herbert
;
Sobreiro, …
- In:
International review of financial analysis
47
(
2016
),
pp. 70-85
Persistent link: https://www.econbiz.de/10011624054
Saved in:
5
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
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