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A statistical field approach to capital accumulation
Gosselin, Pierre; Lotz, Aïleen; Wambst, Marc - 2021
Persistent link: https://www.econbiz.de/10012618377
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The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default
Spencer, Peter D. - In: Finance research letters 11 (2014) 1, pp. 8-15
Persistent link: https://www.econbiz.de/10010393638
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Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter - In: Insurance / Mathematics & economics 61 (2015), pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
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Dynamic optimal capital structure with regime switching
Elliott, Robert J.; Shen, Jia - In: Annals of finance 11 (2015) 2, pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
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The maximum distribution of Kibble’s bivariate gamma random vector
Kim, Bara; Kim, Jeongsim - In: Operations research letters 45 (2017) 4, pp. 392-396
Persistent link: https://www.econbiz.de/10011740634
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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.; Spielmann, J. - In: Insurance / Mathematics & economics 91 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
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Modeling GDP with a continuous-time finance approach
Liu, Zhenya; You, Rongyu; Zhan, Yaosong - In: Finance research letters 76 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015410533