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Optimal insurance with counterparty and additive background risk
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 2 / May 2024
- Published online by Cambridge University Press:
- 02 February 2024, pp. 441-462
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- May 2024
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Credit default swap pricing with counterparty risk in a reduced form model with a common jump process
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 1 / January 2023
- Published online by Cambridge University Press:
- 22 February 2022, pp. 275-293
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MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 2 / May 2022
- Published online by Cambridge University Press:
- 13 December 2021, pp. 645-667
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- May 2022
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Mathematical analysis of a credit default swap with counterparty risks
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- Journal:
- European Journal of Applied Mathematics / Volume 31 / Issue 5 / October 2020
- Published online by Cambridge University Press:
- 09 September 2019, pp. 737-762
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Systemic Risk in Financial Services
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- Journal:
- British Actuarial Journal / Volume 16 / Issue 2 / 25 November 2011
- Published online by Cambridge University Press:
- 25 November 2011, pp. 195-300
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