scholarly journals Optimal Reinsurance in the Presence of Counterparty Default Risk

2013 ◽  
Author(s):  
Vali Alexandru Asimit ◽  
Alex Badescu ◽  
Ka Chun Cheung
Keyword(s):  
Default Risk ◽  
Optimal Reinsurance

scholarly journals Optimal reinsurance in the presence of counterparty default risk

2013 ◽  
Vol 53 (3) ◽  
pp. 690-697 ◽  
Author(s):  
Alexandru V. Asimit ◽  
Alexandru M. Badescu ◽  
Ka Chun Cheung
Keyword(s):  
Default Risk ◽  
Optimal Reinsurance

scholarly journals Optimal reinsurance with default risk: A reinsurer's perspective

2017 ◽  
Vol 13 (5) ◽  
pp. 0-0
Author(s):  
Tao Chen ◽  
◽  
Wei Liu ◽  
Tao Tan ◽  
Lijun Wu ◽  
...  
Keyword(s):  
Default Risk ◽  
Optimal Reinsurance

Impact of Correlated Default Risk on Credit Portfolios

CFA Digest ◽  
2002 ◽  
Vol 32 (3) ◽  
pp. 97-98
Author(s):  
Stephen M Horan
Keyword(s):  
Default Risk
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