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Year of publication
Subject
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Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 exit time 2 Ausfallrisiko 1 Brownsche Bewegung 1 Catastrophic payments 1 Credit risk 1 Derivat 1 Derivat <Wertpapier> 1 Derivative 1 Estimation 1 Estimation theory 1 Forecasting model 1 Freidlin-Wentzell theory 1 Innovation diffusion 1 Innovationsdiffusion 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Malawi 1 Markov chain 1 Markov-Kette 1 McKeanVlasov process 1 Poisson equation 1 Private Equity 1 Private equity 1 Probability theory 1 Prognoseverfahren 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Schätztheorie 1 Schätzung 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Hochschulschrift 1 Thesis 1
Language
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English 4 Undetermined 2
Author
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Aleksian, Ashot 1 Chávez, Juan Carlos 1 Hieber, Peter A. 1 Li, Shuanming 1 Lu, Yi 1 Miclo, Laurent 1 Mussa, Richard 1 Villeneuve, Stéphane 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Working papers / TSE : WP 2 Estudios Económicos 1 MPRA Paper 1 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 1
Source
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ECONIS (ZBW) 4 RePEc 2
Showing 1 - 6 of 6
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Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Aleksian, Ashot; Villeneuve, Stéphane - 2025
Persistent link: https://www.econbiz.de/10015192337
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On metastability
Miclo, Laurent - 2020
Persistent link: https://www.econbiz.de/10012264698
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Exit from Catastrophic Health Payments: A Method and an Application to Malawi
Mussa, Richard - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes three measures of average exit time from catastrophic health payments; the first measure is non … threshold of pre-payment income is increased from 5% to 15%, the average exit time decreases from 2.1 years to 0.2 years; and as … the catastrophic threshold rises from 10% to 40% of ability to pay, the average exit time falls from 3.6 years to 0 …
Persistent link: https://www.econbiz.de/10011109542
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On the time and the number of claims when the surplus drops below a certain level
Li, Shuanming; Lu, Yi - 2014
Persistent link: https://www.econbiz.de/10011342003
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First-exit times and their applications in default risk management
Hieber, Peter A. - 2013
Over the last two decades, default rates and market risk have increased substantially. A consequence of the growing global interlacing is a strong dependence between both individual stock returns and credit events. Risk management (especially risk diversification) is much more challenging,...
Persistent link: https://www.econbiz.de/10010223150
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Tiempo efectivo de salida de la pobreza
Chávez, Juan Carlos - In: Estudios Económicos - (2009) Special issue, pp. 35-47
We develop a methodology to estimate the actual exit time from poverty and the minimum necessary growth rate to … time for the average poor (Kanbur, 1987) and the average exit time (Morduch, 1998) with the actual exit time in terms of … eradicate it in a pre-determined period of time without assuming distributionally neutral income growth. We compare the exit …
Persistent link: https://www.econbiz.de/10004999066
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