Artículos de revistas sobre el tema "Joint default probability"
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Valužis, M. "On the Probabilities of Correlated Defaults: a First Passage Time Approach". Nonlinear Analysis: Modelling and Control 13, n.º 1 (25 de enero de 2008): 117–33. http://dx.doi.org/10.15388/na.2008.13.1.14593.
Texto completoDurante, Fabrizio, Juan Fernández-Sánchez y Wolfgang Trutschnig. "On the singular components of a copula". Journal of Applied Probability 52, n.º 4 (diciembre de 2015): 1175–82. http://dx.doi.org/10.1239/jap/1450802760.
Texto completoDurante, Fabrizio, Juan Fernández-Sánchez y Wolfgang Trutschnig. "On the singular components of a copula". Journal of Applied Probability 52, n.º 04 (diciembre de 2015): 1175–82. http://dx.doi.org/10.1017/s0021900200113154.
Texto completoHusodo, Zaafri Ananto, Sigit Sulistyo Wibowo, Muhammad Budi Prasetyo, Usman Arief y Maulana Harris Muhajir. "ESTIMATING A JOINT PROBABILITY OF DEFAULT INDEX FOR INDONESIAN BANKS: A COPULA APPROACH". Buletin Ekonomi Moneter dan Perbankan 23, n.º 3 (2 de diciembre de 2020): 389–412. http://dx.doi.org/10.21098/bemp.v23i3.1358.
Texto completoChen, Yu y Yu Xing. "Basket Credit Default Swap Pricing with Two Defaultable Counterparties". Discrete Dynamics in Nature and Society 2022 (22 de marzo de 2022): 1–17. http://dx.doi.org/10.1155/2022/3844001.
Texto completoLI, WEIPING y TIM KREHBIEL. "AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY". International Journal of Theoretical and Applied Finance 19, n.º 05 (29 de julio de 2016): 1650036. http://dx.doi.org/10.1142/s0219024916500369.
Texto completoPang, Sulin, Jinwang Xiao y Shuqing Li. "Pricing method and applications for the farmer's joint liability based on intensity model and Monte Carlo simulation". Journal of Financial Engineering 02, n.º 01 (marzo de 2015): 1550008. http://dx.doi.org/10.1142/s2345768615500087.
Texto completoPianeti, Riccardo, Rosella Giacometti y Valentina Acerbis. "Estimating the Joint Probability of Default Using CreditDefault Swap and Bond Data". Journal of Fixed Income 21, n.º 3 (31 de diciembre de 2011): 44–58. http://dx.doi.org/10.3905/jfi.2012.21.3.044.
Texto completoCIRILLO, PASQUALE, JÜRG HÜSLER y PIETRO MULIERE. "A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING". International Journal of Theoretical and Applied Finance 13, n.º 08 (diciembre de 2010): 1223–40. http://dx.doi.org/10.1142/s0219024910006170.
Texto completoOrlando, Giuseppe y Roberta Pelosi. "Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default". International Journal of Financial Studies 8, n.º 4 (9 de noviembre de 2020): 68. http://dx.doi.org/10.3390/ijfs8040068.
Texto completo문호성 y soowonmo. "The Assessment for Systemic Risk of Shipping Industry using Joint Probability of Default and Distress Dependence Matrix and Policy Implications". Journal of Shipping and Logistics 27, n.º 1 (marzo de 2011): 21–31. http://dx.doi.org/10.37059/tjosal.2011.27.1.21.
Texto completoMIYAZAKI, TAKASHI y SHIGEYUKI HAMORI. "THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH". Annals of Financial Economics 13, n.º 01 (marzo de 2018): 1850004. http://dx.doi.org/10.1142/s2010495218500045.
Texto completoLEVENDORSKIĬ, SERGEI. "METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES". International Journal of Theoretical and Applied Finance 17, n.º 05 (28 de julio de 2014): 1450033. http://dx.doi.org/10.1142/s0219024914500332.
Texto completoDzhafarov, Ehtibar N. "On joint distributions, counterfactual values and hidden variables in understanding contextuality". Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 377, n.º 2157 (16 de septiembre de 2019): 20190144. http://dx.doi.org/10.1098/rsta.2019.0144.
Texto completoZhang, Xiaoming, Chunyan Wei y Stefano Zedda. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach". Sustainability 12, n.º 1 (25 de diciembre de 2019): 203. http://dx.doi.org/10.3390/su12010203.
Texto completoKhrennikov, Andrei. "Contextuality, Complementarity, Signaling, and Bell Tests". Entropy 24, n.º 10 (28 de septiembre de 2022): 1380. http://dx.doi.org/10.3390/e24101380.
Texto completoCossin, Didier, Henry Schellhorn, Nan Song y Satjaporn Tungsong. "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". Advances in Decision Sciences 2010 (19 de mayo de 2010): 1–29. http://dx.doi.org/10.1155/2010/546547.
Texto completoRoh, Woosub, Masaki Satoh y Tomoe Nasuno. "Improvement of a Cloud Microphysics Scheme for a Global Nonhydrostatic Model Using TRMM and a Satellite Simulator". Journal of the Atmospheric Sciences 74, n.º 1 (1 de enero de 2017): 167–84. http://dx.doi.org/10.1175/jas-d-16-0027.1.
Texto completoLi, Weiping. "Credit coordinate ratings with corresponding credit rating agencies and regulations". Journal of Financial Engineering 01, n.º 01 (marzo de 2014): 1450002. http://dx.doi.org/10.1142/s2345768614500020.
Texto completoPinto, Francisco J., José Toledo, Matías Birrell, Ramiro Bazáez, Francisco Hernández y Rodrigo Astroza. "Uncertainty Quantification in Constitutive Models of Highway Bridge Components: Seismic Bars and Elastomeric Bearings". Materials 16, n.º 5 (22 de febrero de 2023): 1792. http://dx.doi.org/10.3390/ma16051792.
Texto completoTao, Zhang, Xin Li, Xinquan Liu y Nana Feng. "Analysis of Signal Game for Supply Chain Finance (SCF) of MSEs and Banks Based on Incomplete Information Model". Discrete Dynamics in Nature and Society 2019 (26 de marzo de 2019): 1–6. http://dx.doi.org/10.1155/2019/3646097.
Texto completoCaselli, Giorgio, Catarina Figueira y Joseph G. Nellis. "Ownership diversity and the risk-taking channel of monetary policy transmission". Cambridge Journal of Economics 44, n.º 6 (4 de julio de 2020): 1329–64. http://dx.doi.org/10.1093/cje/beaa011.
Texto completoChen, Yu y Yu Xing. "Credit default swap pricing with counterparty risk in a reduced form model with a common jump process". Probability in the Engineering and Informational Sciences, 22 de febrero de 2022, 1–19. http://dx.doi.org/10.1017/s0269964822000018.
Texto completoBochmann, Paul, Paul Hiebert, Yves S. Schüler y Miguel Segoviano. "Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle". SSRN Electronic Journal, 2022. http://dx.doi.org/10.2139/ssrn.4183056.
Texto completoVana, Laura y Kurt Hornik. "Dynamic modelling of corporate credit ratings and defaults". Statistical Modelling, 17 de diciembre de 2021, 1471082X2110576. http://dx.doi.org/10.1177/1471082x211057610.
Texto completoAzamighaimasi, Arsalan. "Portfolio Risk and Dependence Modeling: Application of Factor and Copula Models". International Journal of Banking and Finance, 18 de septiembre de 2012. http://dx.doi.org/10.32890/ijbf2012.9.3.8455.
Texto completoMroz, Thomas, Juan Fernández Sánchez, Sebastian Fuchs y Wolfgang Trutschnig. "On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results". Journal of Statistical Planning and Inference, julio de 2022. http://dx.doi.org/10.1016/j.jspi.2022.07.005.
Texto completoZhang, Yongtao, Hui Zhao, Ximin Rong y Kai Han. "Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk". Communications in Statistics - Theory and Methods, 5 de enero de 2021, 1–25. http://dx.doi.org/10.1080/03610926.2020.1862872.
Texto completoMcNorgan, Chris, Cary Judson, Dakota Handzlik y John G. Holden. "Linking ADHD and Behavioral Assessment Through Identification of Shared Diagnostic Task-Based Functional Connections". Frontiers in Physiology 11 (17 de diciembre de 2020). http://dx.doi.org/10.3389/fphys.2020.583005.
Texto completoShi, Yanjing y Haiyan Wang. "Game Analysis of Risk Factors under Export Credit Insurance Finance". Asia-Pacific Journal of Risk and Insurance 12, n.º 2 (26 de junio de 2018). http://dx.doi.org/10.1515/apjri-2017-0027.
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