A new bivariate Poisson common shock model covering all possible degrees of dependence

Statistics & Probability Letters ◽

10.1016/j.spl.2018.04.013 ◽

2018 ◽

Vol 140 ◽

pp. 202-209 ◽

Author(s):

Christian Genest ◽

Mhamed Mesfioui ◽

Juliana Schulz

Keyword(s):

Shock Model ◽

Download Full-text

CVA Computations for Credit Portfolios in the Common-Shock Model

Counterparty Risk and Funding ◽

10.1201/9781315373621-20 ◽

2014 ◽

pp. 289-298

Keyword(s):

Shock Model ◽

Common Shock ◽

Download Full-text

CVA Computations for One CDS in the Common-Shock Model

Counterparty Risk and Funding ◽

10.1201/9781315373621-19 ◽

2014 ◽

pp. 261-288

Keyword(s):

Shock Model ◽

Common Shock ◽

Download Full-text

Common-Shock Model

Counterparty Risk and Funding ◽

10.1201/9781315373621-18 ◽

2014 ◽

pp. 215-260

Keyword(s):

Shock Model ◽

Download Full-text

A dynamic bivariate common shock model with cumulative effect and its actuarial application

Scandinavian Actuarial Journal ◽

10.1080/03461238.2018.1470562 ◽

2018 ◽

Vol 2018 (10) ◽

pp. 890-906 ◽

Author(s):

Hyunju Lee ◽

Ji Hwan Cha

Keyword(s):

Cumulative Effect ◽

Shock Model ◽

Download Full-text

Bilateral Counterparty Risk Valuation on a CDS with a Common Shock Model

Methodology And Computing In Applied Probability ◽

10.1007/s11009-013-9323-1 ◽

2013 ◽

Vol 16 (3) ◽

pp. 643-673 ◽

Author(s):

Yinghui Dong ◽

Guojing Wang ◽

Kam C. Yuen

Keyword(s):

Shock Model ◽

Counterparty Risk ◽

Risk Valuation ◽

Download Full-text

Percutaneous transtracheal ventilation in a canine shock model with an open thorax

Annals of Emergency Medicine ◽

10.1016/s0196-0644(84)80378-9 ◽

1984 ◽

Vol 13 (1) ◽

pp. 22-25 ◽

Author(s):

Robert C Jorden ◽

Ernest E Moore ◽

John A Marx ◽

Benjamin Honigman ◽

Barry Simon

Keyword(s):

Shock Model ◽

Transtracheal Ventilation

Download Full-text

Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model

Optimization ◽

10.1080/02331934.2021.1935934 ◽

2021 ◽

pp. 1-32

Author(s):

Sheng Li ◽

Zhijian Qiu

Keyword(s):

Download Full-text

Adequacy of posthypertonic shock model to real cryopreservation conditions during deglycerolization of erythrocytes

Cryobiology ◽

10.1016/j.cryobiol.2020.10.106 ◽

2020 ◽

Vol 97 ◽

pp. 276

Author(s):

Olena Chabanenko ◽

Natalya Yershova ◽

Natalia Shpakova

Keyword(s):

Download Full-text

Traumatic brain injury may worsen clinical outcomes after prolonged partial resuscitative endovascular balloon occlusion of the aorta in severe hemorrhagic shock model

Journal of Trauma and Acute Care Surgery ◽

10.1097/ta.0000000000002149 ◽

2019 ◽

Vol 86 (3) ◽

pp. 415-423 ◽

Author(s):

Aaron M. Williams ◽

Umar F. Bhatti ◽

Isabel S. Dennahy ◽

Nathan J. Graham ◽

Vahagn C. Nikolian ◽

...

Keyword(s):

Traumatic Brain Injury ◽

Brain Injury ◽

Hemorrhagic Shock ◽

Clinical Outcomes ◽

Balloon Occlusion ◽

Shock Model ◽

Endovascular Balloon Occlusion ◽

Hemorrhagic Shock Model

Download Full-text

Oxidative stress may be involved in distant organ failure in tourniquet shock model mice

Legal Medicine ◽

10.1016/j.legalmed.2013.11.004 ◽

2014 ◽

Vol 16 (2) ◽

pp. 70-75 ◽

Author(s):

Rie Nishikata ◽

Naho Kato ◽

Kouichi Hiraiwa

Keyword(s):

Oxidative Stress ◽

Organ Failure ◽

Shock Model ◽

Tourniquet Shock ◽

Download Full-text