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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of fixed income"
~subject:"Risiko"
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Search: subject_exact:"Zahlungsunfähigkeit"
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Risiko
Insolvency
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Papaioannou, Apostolos D.
2
Ammer, John
1
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Bloise, Gaetano
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Discussion paper / Centre for Economic Policy Research
Insurance / Mathematics & economics
International review of financial analysis
The journal of fixed income
Journal of banking & finance
16
Working paper / National Bureau of Economic Research, Inc.
13
NBER working paper series
10
NBER Working Paper
9
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7
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European journal of operational research : EJOR
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ECONIS (ZBW)
20
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1
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
2
Economic policy uncertainty and bankruptcy filings
Fedorova, Elena
;
Ledyaeva, Svetlana
;
Drogovoz, Pavel
; …
- In:
International review of financial analysis
82
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013426254
Saved in:
3
Ruin probabilities under capital constraints
Ramsden, Lewis
;
Papaioannou, Apostolos D.
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
Saved in:
4
Mean-risk portfolio management with bankruptcy prohibition
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Zeng, Jinli
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 153-172
Persistent link: https://www.econbiz.de/10011990627
Saved in:
5
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
6
Cross-border mergers and acquisitions and default risk
Koerniadi, Hardjo
;
Krishnamurti, Chandrasekhar
;
Tourani …
- In:
International review of financial analysis
42
(
2015
),
pp. 336-348
Persistent link: https://www.econbiz.de/10011573521
Saved in:
7
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
8
Optimal reinsurance with regulatory initial capital and default risk
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 13-24
Persistent link: https://www.econbiz.de/10010402747
Saved in:
9
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
10
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu
;
Badescu, Andrei L.
;
Stanford, David A.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
Saved in:
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