Bounds for rating override rates
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