Calculating Variable Annuity Liability 'Greeks' Using Monte Carlo Simulation

Calibration of structural and reduced-form recovery models

Calibration of transparency risks: a note

Capital allocation for credit portfolios under normal and stressed market conditions

Cash Sub-additive Risk Measures and Interest Rate Ambiguity

Climate informed flood frequency analysis and prediction in Montana using hierarchical Bayesian modeling

Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting

Collective firm bankruptcies and phase transition in rating dynamics

Collision risk management in geosynchronous orbit

Comparative and qualitative robustness for law-invariant risk measures

Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type

Concave Distortion Semigroups

Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions

Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem

Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal Trees

Counterparty Risk and the Impact of Collateralization in CDS Contracts

Credit contagion and risk management with multiple non-ordered defaults

Credit Default Swaps Liquidity modeling: A survey

Credit risk - A structural model with jumps and correlations