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A contagion process with self-exciting jumps in credit risk applications

Related publications (29)

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Innovations in statistical technology, in functions including credit-screening, have raised concerns about distributional impacts across categories such as race. Theoretically, distributional effects of better statistical technology can come from greater f ...

2022

Rapid Progression of Kidney Dysfunction in People Living With HIV: Use of Polygenic and Data Collection on Adverse Events of Anti-HIV Drugs (D:A:D) Risk Scores

Jacques Fellay, Christian Axel Wandall Thorball

Background In people with human immunodeficiency virus (PWH), it is unknown whether genetic background associates with rapid progression of kidney dysfunction (ie, estimated glomerular filtration rate [eGFR] decrease of >5mL/min/1.73m(2) per year for >= 3 ...

OXFORD UNIV PRESS INC2021

Genetic variation near CXCL12 is associated with susceptibility to HIV-related non-Hodgkin lymphoma

Jacques Fellay, Christian Hammer, Christian Axel Wandall Thorball

Human immunodeficiency virus (HIV) infection is associated with an increased risk of non-Hodgkin lymphoma (NHL). Even in the era of suppressive antiretroviral treatment, HIV-infected individuals remain at higher risk of developing NHL compared to the gener ...

FERRATA STORTI FOUNDATION2021

A risk-risk assessment framework for solar radiation modification

Concern about the increasingly high-probability, high-impact risks posed by global warming is driving the exploration of new techniques to artificially cool the planet through an approach known as solar radiation modification (SRM). Would the world be bett ...

International Risk Governance Center2021

Who Is Listening? Spokesperson Effect on Communicating Social and Physical Distancing Measures During the COVID-19 Pandemic

Robert West, Ahmad Abu-Akel, Andreas Oliver Spitz

Effective communication during a pandemic, such as the current COVID-19 crisis, can save lives. At the present time, social and physical distancing measures are the lead strategy in combating the spread of COVID-19. In this study, a survey was administered ...

Frontiers Media2021

Using stratospheric aerosol injection to alleviate global warming: when?

Marie-Valentine Renée Agnès Florin

Stratospheric aerosol injection (SAI), a type of solar radiation modification (SRM), has the potential to reduce global warming caused by excessive greenhouse gases in the atmosphere. However, there is currently widespread opposition to it, because deployi ...

EPFL International Risk Governance Center (IRGC).2021

Developing a UV climatology for public health purposes using satellite data

David Vernez, Athanasios Nenes

The effects of solar ultraviolet (UV) radiation on life on Earth differ greatly. While overexposure to UV rays is harmful, small amounts of exposure are necessary for the synthesis of Vitamin D and good health. To optimize individual exposure to solar UV, ...

2021

Short-term debt and incentives for risk-taking

Erwan Morellec, Francesca Maria Zucchi

We challenge the view that short-term debt curbs moral hazard and demonstrate that, in a world with financing frictions and fair debt pricing, short-term debt generates incentives for risk-taking. To do so, we develop a model in which firms are financed wi ...

ELSEVIER SCIENCE SA2020

Impact of facade details on the reliability of performance-based decisions for early-stage neighborhood designs

Minu Agarwal

Neighborhood-scale projects often commence with the conceptualization of several massing-schemes as potential design solutions. There is growing interest in using building performance simulation (BPS) to evaluate and rank such conceptual stage schemes in o ...

EPFL2020