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Year of Publication
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2019
LIBOR fallback and quantitative finance
Henrard, Marc Pierre
2017
Stable weak approximation at work in index-linked catastrophe bond pricing
Burnecki, Krzysztof
;
Giuricich, Mario Nicoló
2019
Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie
;
Kogure, Atsuyuki
;
Liu, Jia
2018
Desirable portfolios in fixed income markets: Application to credit risk premiums
Garrido, José
;
Okhrati, Ramin
2017
Applying spectral biclustering to mortality data
Piscopo, Gabriella
;
Resta, Marina
2014
Catastrophe insurance modeled by shot-noise processes
Schmidt, Thorsten
2019
Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model
Dębicki, Krzysztof
;
Ji, Lanpeng
;
Rolski, Tomasz
2018
Stable value funds performance
Babbel, David F.
;
Herce, Miguel A.
2018
Bond yields, sovereign risk and maturity structure
González-Fernández, Marcos
;
González-Velasco, Carmen
2018
Credit risk meets random matrices: Coping with non-stationary asset correlations
Mühlbacher, Andreas
;
Guhr, Thomas
Author
10
Wüthrich, Mario V.
6
Calderín-Ojeda, Enrique
5
Maier-Paape, Stanislaus
5
Zhu, Qiji Jim
4
Albrecher, Hansjörg
4
Asmussen, Søren
4
Cohen, Albert
4
Korn, Ralf
4
Planchet, Frédéric
3
Avram, Florin
.
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Volume 7, 2019