http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png http://sro.sussex.ac.uk/ Tue, 21 Nov 2023 05:29:37 +0000 Tue, 21 Nov 2023 05:29:37 +0000 en Fri, 18 Feb 2022 09:53:25 +0000 http://sro.sussex.ac.uk/id/eprint/104428/ http://sro.sussex.ac.uk/id/eprint/104428/ Badescu, Alexandru, Quaye, Enoch and Tunaru, Radu (2022) On non-negative equity guarantee calculations with macroeconomic variables related to house prices. Insurance: Mathematics and Economics, 103. pp. 119-138. ISSN 0167-6687 Thu, 23 Jan 2020 12:14:32 +0000 http://sro.sussex.ac.uk/id/eprint/89499/ http://sro.sussex.ac.uk/id/eprint/89499/ Cantia, Catalin and Tunaru, Radu (2017) A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72. pp. 21-35. ISSN 0167-6687