Bernardo Pagnoncelli

University of Adolfo Ibanez - School of Business

Santiago

Chile

SCHOLARLY PAPERS

2

DOWNLOADS

128

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 98 (363,246)

Abstract:

Loading...

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 30 (622,607)

Abstract:

Loading...

Risk management, Solvency, Comonotonicity, Sample Average Approximation