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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
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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
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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