Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Maciag, Jakob"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Basel Accord
2
Basler Akkord
2
Credit risk
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Risk measure
2
Theorie
2
Theory
2
Bank lending
1
Kreditgeschäft
1
Loss
1
Multivariate Verteilung
1
Multivariate distribution
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Verlust
1
asymptotic single risk factor (ASRF) model
1
copula
1
credit risk
1
downturn exposure at default (EAD)
1
downturn loss given default (LGD)
1
nested copula
1
portfolio credit risk model
1
sector-type credit portfolio models
1
stochastic loss given default (LGD)
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Maciag, Jakob
Fischer, Matthias
2
Löderbusch, Matthias
2
Aas, Kjersti
1
Batiz-Zuk, Enrique
1
Bewick, Jill
1
Charlin, Ventura
1
Choe, SuBang
1
Christodoulakis, George A.
1
Cifuentes, Arturo
1
Dietz, Christian
1
Eckert, Johanna
1
Eleftherios, Vlachostergios
1
Escobar, Marcos
1
Frielingsdorf, Tobias
1
Guhr, Thomas
1
Huang, Haohan
1
Huang, Huaxiong
1
Huang, Xinzheng
1
Jakob, Kevin
1
Jeon, Jong-June
1
Kaposty, Florian
1
Kim, Sunggon
1
Kurtz, Cornelius
1
Lee, Yonghee
1
Lütkebohmert-Holtz, Eva
1
Montesi, Giuseppe
1
Morkoetter, Stefan
1
Oosterlee, Cornelis W.
1
Papiro, Giovanni
1
Pleus, Johanna
1
Poon, Ser-Huang
1
Porto, Rogério F.
1
Reitan, Trond
1
Schmitt, Thilo A.
1
Schäfer, Rudi
1
Sester, Julian
1
Turnbull, Stuart M.
1
Wang, Eugene
1
Wang, Yong
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
Journal of risk
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
2
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
