Bernardo Pagnoncelli

University of Adolfo Ibanez - School of Business

Santiago

Chile

  • University of Adolfo Ibanez - School of Business

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    • Tel: 56 2 2331 1155
SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Securitization and Poisoned Bottles: The Perfect Teaching Analogy

Number of pages: 25 Posted: 27 Jan 2013
Arturo Cifuentes and Bernardo Pagnoncelli
Universidad Adolfo Ibáñez - School of Business and University of Adolfo Ibanez - School of Business
Downloads 126 (430,607)

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Securitization, structured products, credit risk, credit derivatives

2.

A Provisioning Problem with Stochastic Payments

Final version in European Journal of Operational Research
Number of pages: 30 Posted: 09 Dec 2011 Last Revised: 31 Jan 2012
Bernardo Pagnoncelli and Steven Vanduffel
University of Adolfo Ibanez - School of Business and Vrije Universiteit Brussel (VUB)
Downloads 47 (759,366)

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Risk management, Solvency, Comonotonicity, Sample Average Approximation