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Asymptotic analysis of the loss given default in the presence of multivariate regular variation
Tang, Qihe; Yuan, Zhongyi - In: North American actuarial journal 17 (2013) 3, pp. 253-271
Persistent link: https://www.econbiz.de/10011338512
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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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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
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Large portfolio losses in a turbulent market
Tang, Qihe; Tong, Zhiwei; Yang, Yang - In: European journal of operational research : EJOR 292 (2021) 2, pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
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A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei; Paraschiv, Florentina; Sermpinis, Georgios - In: Quantitative finance 22 (2022) 12, pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942
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Risky borrowers or risky mortgages disaggregating effects using propensity score models
Lei, Ding; Quercia, Roberto G.; Li, Wei; Ratcliffe, Janneke - In: The journal of real estate research 33 (2011) 2, pp. 245-277
Persistent link: https://www.econbiz.de/10009384969
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A new mortgage credit availability index
Li, Wei; Goodman, Laurie Sharon - In: The journal of structured finance 20 (2014/15) 4, pp. 67-83
Persistent link: https://www.econbiz.de/10010507833
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Influence of public credit risk on private capital in public-private partnership models
Li, Wei; Li, Jie; Sun, Siwei - In: Managerial and decision economics : MDE ; the … 44 (2023) 2, pp. 1330-1343
Persistent link: https://www.econbiz.de/10014297102
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Investor-paid credit ratings and managerial information disclosure
Li, Wei - In: Management science : journal of the Institute for … 71 (2025) 3, pp. 2142-2169
Persistent link: https://www.econbiz.de/10015411798
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A comparative study on environmental credit risk management of commercial banks in the Asia-Pacific region
Mengze, Hu; Wei, Li - In: Business strategy and the environment 24 (2015) 3, pp. 159-174
Persistent link: https://www.econbiz.de/10010514411