Subprime risk and insurance with regret
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Publication:624450
DOI10.1155/2010/950413zbMath1205.91166OpenAlexW2083116929WikidataQ58650673 ScholiaQ58650673MaRDI QIDQ624450
I. M. Schoeman, Janine Mukuddem-Petersen, Mark Adam Petersen, Mmboniseni P. Mulaudzi, Bernadine De Waal
Publication date: 9 February 2011
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/232305
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Related Items (2)
Credit risky securities valuation under a contagion model with interacting intensities ⋮ Profit and risk under subprime mortgage securitization
Cites Work
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- Profit and risk under subprime mortgage securitization
- Optimal mortgage loan securitization and the subprime crisis
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
- Regret theory with general choice sets
- An axiomatic foundation for regret theory
- Subprime mortgage funding and liquidity risk
- Regret in Decision Making under Uncertainty
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