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