{"id":"https://openalex.org/W4367844019","doi":"https://doi.org/10.1007/s10479-023-05309-2","title":"Structural credit risk model driven by L\u00e9vy process under knight uncertainty","display_name":"Structural credit risk model driven by L\u00e9vy process under knight uncertainty","publication_year":2023,"publication_date":"2023-05-03","ids":{"openalex":"https://openalex.org/W4367844019","doi":"https://doi.org/10.1007/s10479-023-05309-2","pmid":"https://pubmed.ncbi.nlm.nih.gov/37361063"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-023-05309-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10479-023-05309-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-023-05309-2.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s10479-023-05309-2.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022780959","display_name":"Zhenyu Tang","orcid":"https://orcid.org/0000-0001-5544-9727"},"institutions":[{"id":"https://openalex.org/I4510145","display_name":"Jiangxi University of Science and Technology","ror":"https://ror.org/03q0t9252","country_code":"CN","type":"education","lineage":["https://openalex.org/I4510145"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhenyu Tang","raw_affiliation_strings":["Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, 341000 JiangXi China","Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, 341000 JiangXi China","institution_ids":["https://openalex.org/I4510145"]},{"raw_affiliation_string":"Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, China","institution_ids":["https://openalex.org/I4510145"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100663171","display_name":"Bin Zhong","orcid":"https://orcid.org/0000-0001-5079-6834"},"institutions":[{"id":"https://openalex.org/I4510145","display_name":"Jiangxi University of Science and Technology","ror":"https://ror.org/03q0t9252","country_code":"CN","type":"education","lineage":["https://openalex.org/I4510145"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Bin Zhong","raw_affiliation_strings":["Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, 341000 JiangXi China","Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, 341000 JiangXi China","institution_ids":["https://openalex.org/I4510145"]},{"raw_affiliation_string":"Gannan University of science and technology, Jiangxi University of science and technology, Ganzhou, China","institution_ids":["https://openalex.org/I4510145"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039238318","display_name":"Liang Zhou","orcid":"https://orcid.org/0000-0003-3968-1897"},"institutions":[{"id":"https://openalex.org/I4210133285","display_name":"Jiangxi Applied Engineering Vocational Institute","ror":"https://ror.org/03smt1w40","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210133285"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liang Zhou","raw_affiliation_strings":["Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, 330000 JiangXi China","Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, 330000 JiangXi China","institution_ids":["https://openalex.org/I4210133285"]},{"raw_affiliation_string":"Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011685431","display_name":"Chuanhe Shen","orcid":null},"institutions":[{"id":"https://openalex.org/I4210133285","display_name":"Jiangxi Applied Engineering Vocational Institute","ror":"https://ror.org/03smt1w40","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210133285"]},{"id":"https://openalex.org/I4210150411","display_name":"Shandong Youth University of Political Science","ror":"https://ror.org/04bwp4t29","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210150411"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Chuanhe Shen","raw_affiliation_strings":["Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, 330000 JiangXi China","School of Information Engineering, Shandong Youth University of Political Science, Jinan, 25000 China","Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, China","School of Information Engineering, Shandong Youth University of Political Science, Jinan, China"],"raw_orcid":"https://orcid.org/0000-0003-2861-5309","affiliations":[{"raw_affiliation_string":"Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, 330000 JiangXi China","institution_ids":["https://openalex.org/I4210133285"]},{"raw_affiliation_string":"School of Information Engineering, Shandong Youth University of Political Science, Jinan, 25000 China","institution_ids":["https://openalex.org/I4210150411"]},{"raw_affiliation_string":"Nanchang Qingyun District Dunsi Vocational Training School Co., LTD, Ganzhou, China","institution_ids":[]},{"raw_affiliation_string":"School of Information Engineering, Shandong Youth University of Political Science, Jinan, China","institution_ids":["https://openalex.org/I4210150411"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5011685431","https://openalex.org/A5100663171"],"corresponding_institution_ids":["https://openalex.org/I4210133285","https://openalex.org/I4210150411","https://openalex.org/I4510145"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.2854,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.56221041,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"326","issue":"1","first_page":"281","last_page":"294"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.5670655965805054},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5443862676620483},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.5090200901031494},{"id":"https://openalex.org/keywords/knight","display_name":"Knight","score":0.5062693357467651},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.49575075507164},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.48334094882011414},{"id":"https://openalex.org/keywords/model-risk","display_name":"Model risk","score":0.4604722857475281},{"id":"https://openalex.org/keywords/laplace-transform","display_name":"Laplace transform","score":0.45230603218078613},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4494926929473877},{"id":"https://openalex.org/keywords/jump-process","display_name":"Jump process","score":0.42737245559692383},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.42340216040611267},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.4225423336029053},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3525700569152832},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.34458860754966736},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.31178343296051025},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.29467740654945374},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1484580636024475},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.11992695927619934}],"concepts":[{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.5670655965805054},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5443862676620483},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.5090200901031494},{"id":"https://openalex.org/C71140485","wikidata":"https://www.wikidata.org/wiki/Q2943226","display_name":"Knight","level":2,"score":0.5062693357467651},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.49575075507164},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48334094882011414},{"id":"https://openalex.org/C2778414658","wikidata":"https://www.wikidata.org/wiki/Q1409206","display_name":"Model risk","level":3,"score":0.4604722857475281},{"id":"https://openalex.org/C97937538","wikidata":"https://www.wikidata.org/wiki/Q199691","display_name":"Laplace transform","level":2,"score":0.45230603218078613},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4494926929473877},{"id":"https://openalex.org/C2776825372","wikidata":"https://www.wikidata.org/wiki/Q3922411","display_name":"Jump process","level":3,"score":0.42737245559692383},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.42340216040611267},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.4225423336029053},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3525700569152832},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.34458860754966736},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31178343296051025},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.29467740654945374},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1484580636024475},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.11992695927619934},{"id":"https://openalex.org/C136264566","wikidata":"https://www.wikidata.org/wiki/Q159810","display_name":"Economy","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2780378061","wikidata":"https://www.wikidata.org/wiki/Q25351891","display_name":"Service (business)","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10479-023-05309-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10479-023-05309-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-023-05309-2.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmid:37361063","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/37361063","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of operations research","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:10154764","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/10154764","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10154764/pdf/10479_2023_Article_5309.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Ann Oper Res","raw_type":"Text"},{"id":"pmh:oai:RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05309-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-023-05309-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10479-023-05309-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10479-023-05309-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10479-023-05309-2.pdf","source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320325626","display_name":"Education Department of Jiangxi Province","ror":null}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4367844019.pdf"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W2018881312","https://openalex.org/W2027047704","https://openalex.org/W2056998793","https://openalex.org/W2138765659","https://openalex.org/W2352028954","https://openalex.org/W3007171935","https://openalex.org/W3022439851","https://openalex.org/W3123331292","https://openalex.org/W3125744792","https://openalex.org/W4231591459","https://openalex.org/W6639515986"],"related_works":["https://openalex.org/W3190506321","https://openalex.org/W362430865","https://openalex.org/W2288042208","https://openalex.org/W2648988829","https://openalex.org/W1804201128","https://openalex.org/W2363732104","https://openalex.org/W1936036534","https://openalex.org/W4244920853","https://openalex.org/W1994648489","https://openalex.org/W4230321065"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-01-22T23:29:09.771500","created_date":"2025-10-10T00:00:00"}
