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~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
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Dresdner Beiträge zu quantitativen Verfahren
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A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
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2017
Persistent link: https://www.econbiz.de/10013441258
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2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
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2016
Persistent link: https://www.econbiz.de/10013441253
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3
Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets
Lehmann, Christoph
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2016
Persistent link: https://www.econbiz.de/10013441241
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4
Applied consensus information and consensus rating : a simulation study of rating aggregation
Lehmann, Christoph
;
Tillich, Daniel
-
2015
Persistent link: https://www.econbiz.de/10013441240
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5
Consensus information and consensus rating : a note on methodological problems of rating aggregation
Lehmann, Christoph
;
Tillich, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010519321
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