Cho-Jieh Chen, Ph.D. - Publications
Affiliations: | 2003 | University of Waterloo, Waterloo, ON, Canada |
Area:
Statistics, FinanceYear | Citation | Score | |||
---|---|---|---|---|---|
2009 | Chen CJ, Panjer H. A bridge from ruin theory to credit risk Review of Quantitative Finance and Accounting. 32: 373-403. DOI: 10.1007/S11156-008-0100-0 | 0.556 | |||
2003 | Chen CJ, Panjer H. Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process Insurance: Mathematics and Economics. 33: 357-380. DOI: 10.1016/J.Insmatheco.2003.08.005 | 0.556 | |||
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