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~subject:"Credit risk"
~subject:"Theorie"
~isPartOf:"Insurance / Mathematics & economics"
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Credit risk
Theorie
Insolvency
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25
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12
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9
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9
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Insurance / Mathematics & economics
Journal of banking & finance
97
NBER working paper series
54
Working paper / National Bureau of Economic Research, Inc.
52
The journal of real estate finance and economics
48
The journal of credit risk : published quarterly by Incisive Media
46
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45
Journal of financial economics
44
Working papers / Federal Reserve Bank of Philadelphia, Research Department
43
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42
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40
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34
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29
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International review of law and economics
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Journal of financial intermediation
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
26
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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
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
3
Liquidation risk in insurance under contemporary regulatory frameworks
Li, Xin
;
Liu, Haibo
;
Tang, Qihe
;
Zhu, Jinxia
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012294060
Saved in:
4
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:
5
Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen
;
Li, Xiaohu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
Saved in:
6
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:
7
LLN-type approximations for large portfolio losses
Liu, Jing
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
Saved in:
8
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:
9
Provisioning against borrowers default risk
Nichil, Geoffrey
;
Vallois, Pierre
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 29-43
Persistent link: https://www.econbiz.de/10011442670
Saved in:
10
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
11
Optimal capital injection and dividend distribution for growth restricted diffusion models with bankruptcy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 259-271
Persistent link: https://www.econbiz.de/10011597291
Saved in:
12
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
13
Optimal dividend payments under a time of ruin constraint : exponential claims
Hernández, Camilo
;
Junca, Mauricio
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 136-142
Persistent link: https://www.econbiz.de/10011422897
Saved in:
14
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:
15
Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
Saved in:
16
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:
17
Capital requirements with defaultable securities
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
Saved in:
18
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:
19
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:
20
Ruin by dynamic contagion claims
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10009558269
Saved in:
21
On the total operating costs up to default in a renewal risk model
Feng, Runhuan
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 305-314
Persistent link: https://www.econbiz.de/10009517563
Saved in:
22
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Azcue, Pablo
;
Muler, Nora
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10009517662
Saved in:
23
On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai
;
Liu, Zaiming
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
Saved in:
24
Representation of a time-discrete probability of eventual ruin
Michel, R.
- In:
Insurance / Mathematics & economics
8
(
1989
)
2
,
pp. 149-152
Persistent link: https://www.econbiz.de/10001084171
Saved in:
25
Recursive calculation of the probability and severity of ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
8
(
1989
)
2
,
pp. 145-148
Persistent link: https://www.econbiz.de/10001084172
Saved in:
26
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Boutin-Dufresne, François
- In:
Insurance / Mathematics & economics
7
(
1988
)
3
,
pp. 193-199
Persistent link: https://www.econbiz.de/10001058130
Saved in:
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