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type_genre:"Sammelwerk"
~person:"Herbertsson, Alexander"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Credit risk
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conditional independent dependence modelling
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Herbertsson, Alexander
Schuermann, Til
25
McAleer, Michael
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Broll, Udo
20
Pelizzon, Loriana
17
Stulz, René M.
16
Kunreuther, Howard
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Vries, Casper G. de
15
Dionne, Georges
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Acharya, Viral V.
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Daníelsson, Jón
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Engle, Robert F.
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Becker, Axel
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Eller, Roland
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Golnaraghi, Maryam
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Manganelli, Simone
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Rochet, Jean-Charles
11
Adam-Müller, Axel F. A.
9
Cole, Shawn
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Diebold, Francis X.
9
Gründl, Helmut
9
Härdle, Wolfgang Karl
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Scaillet, Olivier
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Eling, Martin
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Everling, Oliver
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Franke, Günter
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Giné, Xavier
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Jonen, Andreas
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Merton, Robert C.
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Michel-Kerjan, Erwann
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Ongena, Steven
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Polo, Andrea
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Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
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2
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
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3
A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
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