Deparment of Economics and Statistics
Viale delle Scienze - Ed. 13
University of Palermo
in Total Papers Downloads
sovereign debt, restructuring, scenario optimization, stochastic programming, Value-at-Risk, conditional Value-at-Risk, Greek crisis
Life insurance, Policies with minimum guarantee, Option pricing, Incomplete markets, Surrender options
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: jori.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Simulation, Term structure of interest rates, Autoregressive models, Fat tailed distributions
Stochastic Programming, Sovereign debt, Optimal Debt Issuance
sovereign debt, sustainability, scenario analysis, Cyprus crisis, Italy, Ukrainian crisis, debt sanctions
Pensions, minimum guarantee, defined benefits, defined contributions, embedded options, risk sharing, portfolio selection, stochastic programming
scenario trees, decision making under uncertainty, global optimization, convex lower bounding, stochastic programming, pricing in incomplete markets
contingent bonds, debt restructuring, asset pricing, incomplete markets, risk premium, stochastic programming, super-replication
Credit derivatives, portfolio diversification, Eurozone crisis, CDS spreads, Conditional Value-at-Risk, regime switching
contingent bonds, sovereign debt, debt restructuring, state-contingent pricing, regime switching, credit default swaps
Contingent debt, sovereign crises, CDS spreads, debt restructuring, pricing, risk management, banking
Life Insurance, Minimum Guarantee, Bonus Provision, Incomplete Markets, Stochastic Programming
Learning, Portfolio choices, Liquidity, Automated auctions, Artificial markets
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.406 seconds