- Agnes Tourin, Fabian Astic, “On the Credit Risk of Secured Loans”, SSRN Journal, 2011
- Donatien Hainaut, Griselda Deelstra, “Default probabilities of a holding company, with complete and partial information”, Journal of Computational and Applied Mathematics, 271, 2014, 380
- Fabian Astic, Agnès Tourin, “ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS”, Int. J. Theor. Appl. Finan., 17, № 08, 2014, 1450055
- Frank Gehmlich, Thorsten Schmidt, “DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM”, Mathematical Finance, 28, № 1, 2018, 211
- Gregor Dorfleitner, Paul Georg Schneider, Tanja Veza, “Flexing the Default Barrier”, SSRN Journal, 2008