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	Valuing catastrophe equity put options with liquidity risk, default risk and jumps 期刊论文 North American Journal of Economics and Finance,2025, 卷号: 76 作者: Tang, Chao; Chen, Peimin; Zhang, Shu 收藏 \| 浏览/下载：31/0 \| 提交时间：2025/03/10 Catastrophe equity put options Default risk Liquidity risk Markov modulated poisson process
	COVID-19 and credit risk: A long memory perspective 期刊论文 Insurance: Mathematics and Economics,2022, 卷号: 104, 页码: 15-34 作者: Yin, Jie; Han, Bingyan; Wong, Hoi-Ying 收藏 \| 浏览/下载：21/0 \| 提交时间：2022/02/23 COVID-19 pandemic Credit default swap Credit rating Credit risk Financial crisis Long memory
	Default prediction with dynamic sectoral and macroeconomic frailties 期刊论文 Journal of Banking and Finance,2014, 卷号: 40, 页码: 211-226 作者: Chen, Peimin; Wu, Chunchi 收藏 \| 浏览/下载：19/0 \| 提交时间：2025/03/25 Default risk Distance to default Frailty Gibbs sampler Hazard rate function Monte Carlo expectations maximization (EM) Tail loss
	Default Clustering Risks in Commercial Mortgage-Backed Securities 期刊论文 Journal of Real Estate Finance and Economics,2012, 卷号: 45, 期号: 1, 页码: 110-127 作者: Fan, Gang-Zhi; Sing, Tien Foo; Ong, Seow Eng 收藏 \| 浏览/下载：23/0 \| 提交时间：2025/03/14 Counterparty risk Default cluster Intensity model Subordination structure