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Cho-Jieh Chen, Ph.D. - Publications

Affiliations: 
2003 University of Waterloo, Waterloo, ON, Canada 
Area:
Statistics, Finance
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2 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year 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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