Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral
Active margin system for margin loans using cash and stock as collateral and its application in Chinese market
Addressing the Impact of Data Truncation and Parameter Uncertainty on Operational Risk Estimates
Alarm System for Insurance Companies: A Strategy for Capital Allocation
Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie
An Active Margin System and its Application in Chinese Margin Lending Market
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition
An extension of Davis and Lo's contagion model
Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation
Analytical Framework for Credit Portfolios
Analytical Framework for Credit Portfolios. Part I: Systematic Risk
Any Regulation of Risk Increases Risk
Applying hedging strategies to estimate model risk and provision calculation
Asymptotically optimal discretization of hedging strategies with jumps
Average optimality for risk-sensitive control with general state space
Banking retail consumer finance data generator - credit scoring data repository
Bankruptcy risk model and empirical tests
Bayesian estimation of probabilities of default for low default portfolios
Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps
Bounding heavy-tailed return distributions to measure model risk