Keywords: Default probability
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Journal Articles
Journal of Risk Finance (2025) 26 (5): 763–783.
Published: 09 October 2025
...Csilla Schreiber-Orosz Purpose We develop a model to predict the default probabilities in structured commodity trade finance transactions. Design/methodology/approach We develop three hypotheses concerning the determinants of the probability of default in SCTF transactions. Then we describe...
Journal Articles
Journal of Risk Finance (2020) 21 (3): 271–298.
Published: 03 July 2020
...Florian Klein; Hato Schmeiser Purpose The purpose of this paper is to determine optimal pooling strategies from the perspective of an insurer's shareholders underlying a default probability driven premium loading and convex price-demand functions. Design/methodology/approach The authors use...

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