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Article

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

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

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