WORKING PAPERS

Credit risk

• Business Time and New Credit Risk Models, Proceedings of the Conference Economia e Incertezza, Trieste, October 2009
• Ownership structure, leverage and credit risk, with G. Nicodano, Collegio Carlo Alberto Notebook 69/2007.
• Leverage and firm scope, with G. Nicodano, Ricafe wp 49/2008, http://www.lse.ac.uk/collections/RICAFE/newsAndEvents.htm

Survival modeling in insurance

• A note on stochastic survival probabilities and their calibration, with Elena Vigna, ICER WP 1/05.