Default Clustering in Large Portfolios: Typical Events
Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model
Dependence of defaults and recoveries in structural credit risk models
Dependent default and recovery: MCMC study of downturn LGD credit risk model
Derivatives and Credit Contagion in Interconnected Networks
Deterministic definition of the capital risk
Dual Representation of Quasiconvex Conditional Maps
Dynamic Coherent Acceptability Indices and their Applications to Finance
Dynamic operational risk: modeling dependence and combining different sources of information
Dynamic risk measures