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Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model
Dong, Yinghui; Liang, Xue; Wang, Guojing - In: Asia-Pacific financial markets 19 (2012) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10009705355
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On a reduced form credit risk model with common shock and regime switching
Liang, Xue; Wang, Guojing - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 567-575
Persistent link: https://www.econbiz.de/10009683214
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Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui; Wang, Guojing - In: Economic modelling 40 (2014), pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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Correlated default models driven by a multivariate regime-switching shot noise process
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen - In: IMA journal of management mathematics 29 (2018) 4, pp. 351-375
Persistent link: https://www.econbiz.de/10011974883
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Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks
Yang, Yang; Wang, Guojing; Yao, Jing - In: Insurance : mathematics and economics 114 (2024), pp. 79-107
Persistent link: https://www.econbiz.de/10015049368
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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