A "Toy" Model for Operational Risk Quantification using Credibility Theory
A Bayesian Networks Approach to Operational Risk
A Coupled Markov Chain approach to risk analysis of credit default swap index products
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances
A Dynamical Approach to Operational Risk Measurement
A Dynamical Model for Forecasting Operational Losses
A Generalized Fourier Transform Approach to Risk Measures
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk
A Mathematical Method for Deriving the Relative Effect of Serviceability on Default Risk
A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS
A multivariate extension of Value-at-Risk and Conditional-Tail-Expectation
A new approach for scenario generation in Risk management
A Random Matrix Approach to Credit Risk
A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds
A Stochastic Processes Toolkit for Risk Management
A three dimensional stochastic Model for Claim Reserving
A Utility Based Approach to Energy Hedging
About the Justification of Experience Rating: Bonus Malus System and a new Poisson Mixture Model
Accounting for risk of non linear portfolios: a novel Fourier approach
Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral