Harry Panjer

Affiliations: 
University of Waterloo, Waterloo, ON, Canada 
Area:
Statistics, Finance
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"Harry Panjer"
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Publications

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Chen CJ, Panjer H. (2009) A bridge from ruin theory to credit risk Review of Quantitative Finance and Accounting. 32: 373-403
Chen CJ, Panjer H. (2003) Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process Insurance: Mathematics and Economics. 33: 357-380
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