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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Eckert, Johanna"
~person:"Kerr, Sougata"
~source:"econis"
~type:"article"
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The journal of credit risk : published quarterly by Incisive Media
Asset liability management in insurance companies
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.
;
Kerr, Sougata
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
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