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Authors: Liu, Feng
Date: 2018
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1268183
Description: Theoretical thesis.
Full Text: Full Text
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/119685
Description: Actuaries have long employed logistic type regression models in their analysis of renewal rates for property and casualty insurance products. This paper introduces an application of such methodology t ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/102549
Description: The risk of credit exposures to entities whose equity is not exchange traded cannot be estimated directly using Black-Scholes-Merton (BSM) default probabilities requiring the market value of equity. W ... More
Reviewed: Reviewed
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