位置：成果数据库 > 会议 > 会议详情页
Ruin Probabilities for Markov-modulated Jump-diffusion Risk Model
  • 所属机构名称：浙江大学
  • 会议名称：2009 International Conference on Engineering Management and Service Science
  • 成果类型：会议
  • 相关项目：不完全信息下带传染的信用风险集中度研究
作者： Cong Gu|Shenghong Li|Bo Zhou|
同会议论文项目
不完全信息下带传染的信用风险集中度研究
期刊论文 18 会议论文 14
同项目会议论文
The Mixed G-VG Copula Models and LHP Approximation for CDO Pricing
Pricing Credit Spread Option with Counterparty Risk
Pricing CDO under Mixed G-VG Copula Model with Stochastic Correlation
Pricing Convertible Bond with Reset Clause of American Type
Additive local-stochastic volatility model in equity market
Pricing First-to-default under Factor Copula Model with Stochastic Recovery
A Dynamic Copula for CDO Pricing
On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment
Credit Risk Contagion and Mitigation for Guaranty Portfolio
Pricing mitigation and contagion effect of guaranteed debt in interacting intensity model
On a class of Erlang(2) dependent risk model based on FGM
Collateralized Debt Obligation Pricing with an Alpha-stable Copula
A GA-PLS Method for the Index Tracking Problem