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Credit risk
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Robert, Christian Yann
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Denuit, Michel
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Hainaut, Donatien
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ECONIS (ZBW)
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Credit risk valuation with rating transitions and partial information
Hainaut, Donatien
;
Robert, Christian Yann
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010498847
Saved in:
2
Asset allocation strategies in the presence of liability constraints
Cousin, Areski
;
Jiao, Ying
;
Robert, Christian Yann
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 327-338
Persistent link: https://www.econbiz.de/10011597318
Saved in:
3
Mortality credits within large survivor funds
Denuit, Michel
;
Hieber, Peter
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 813-834
Persistent link: https://www.econbiz.de/10013426662
Saved in:
4
Max-factor individual risk models with application to credit portfolios
Denuit, Michel
;
Kiriliouk, Anna
;
Segers, Johan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
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