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  • Schiphorst, B., Mandjes, M. R. H., Spreij, P. J. C., & Winands, E. M. M. (2026). A structural framework for network-based default contagion in credit portfolios. International Journal of Financial Engineering, 13(03), Article 2650028. https://doi.org/10.1142/S2424786326500283
  • Open Access
    Schiphorst, B., Mandjes, M., Spreij, P., & Winands, E. (2024). A structural credit risk model with default contagion. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, & V. Touzé (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF2024 (pp. 280-285). Springer. https://doi.org/10.1007/978-3-031-64273-9_46, https://doi.org/10.1007/978-3-031-64273-9_46
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