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  • Search: subject:"rating transition matrix"
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Year of publication
Subject
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credit insurance 3 cycles 3 economic capital 3 multi-factor Merton model 3 rating transition matrix 3 regime-switching Markov chain 3 Business cycle 1 Credit insurance 1 Credit risk 1 Konjunktur 1 Kreditrisiko 1 Kreditversicherung 1 Markov chain 1 Markov-Kette 1 Theorie 1 Theory 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Caja, Anisa 3 Planchet, Frédéric 3
Published in...
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Risks 2 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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Modeling cycle dependence in credit insurance
Caja, Anisa; Planchet, Frédéric - In: Risks 2 (2014) 1, pp. 74-88
Business and credit cycles have an impact on credit insurance, as they do on other businesses. Nevertheless, in credit insurance, the impact of the systemic risk is even more important and can lead to major losses during a crisis. Because of this, the insurer surveils and manages policies almost...
Persistent link: https://www.econbiz.de/10010421279
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Cover Image
Modeling Cycle Dependence in Credit Insurance
Caja, Anisa; Planchet, Frédéric - In: Risks 2 (2014) 1, pp. 74-88
Business and credit cycles have an impact on credit insurance, as they do on other businesses. Nevertheless, in credit insurance, the impact of the systemic risk is even more important and can lead to major losses during a crisis. Because of this, the insurer surveils and manages policies almost...
Persistent link: https://www.econbiz.de/10010752371
Saved in:
Cover Image
Modeling cycle dependence in credit insurance
Caja, Anisa; Planchet, Frédéric - In: Risks : open access journal 2 (2014) 1, pp. 74-88
Business and credit cycles have an impact on credit insurance, as they do on other businesses. Nevertheless, in credit insurance, the impact of the systemic risk is even more important and can lead to major losses during a crisis. Because of this, the insurer surveils and manages policies almost...
Persistent link: https://www.econbiz.de/10010338091
Saved in:
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