The following pages link to Olivier Le Courtois (Q406256):
Displaying 21 items.
- Decreasing downside risk aversion and background risk (Q406257) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- (Q844766) (redirect page) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- Market value of life insurance contracts under stochastic interest rates and default risk (Q882875) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Health and portfolio choices: a diffidence approach (Q1751808) (← links)
- Performance regularity: a new class of executive compensation packages (Q1934586) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Intensity of preferences for bivariate risk apportionment (Q2178595) (← links)
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach (Q2374093) (← links)
- Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
- ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
- Extreme Financial Risks and Asset Allocation (Q4979126) (← links)
- Regulation Risk (Q5140098) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)
- (Q5262069) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
