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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael; Schmieder, Christian - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 229-244
Persistent link: https://www.econbiz.de/10008237880
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Empirical Risk Analysis of Pension Insurance: The Case of Germany
Gerke, Wolfgang; Mager, Ferdinand; Reinschmidt, Timo; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 3, pp. 763-784
Persistent link: https://www.econbiz.de/10008085677
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Does banking consolidation worsen firms’ access to credit? Evidence from the German economy
Schmieder, Christian; Marsch, Katharina; Forster-van … - In: Small business economics : an internat. journal 35 (2010) 4, pp. 449-466
Persistent link: https://www.econbiz.de/10008713559
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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael; Schmieder, Christian - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10008890287
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Stress-testing German credit portfolios
Mager, Ferdinand; Schmieder, Christian - In: The journal of risk model validation 3 (2009/10) 4, pp. 27-45
Persistent link: https://www.econbiz.de/10009911484
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Asset correlations and credit portfolio risk : an empirical analysis
Duellmann, Klaus; Scheicher, Martin; Schmieder, Christian - In: The journal of credit risk : published quarterly by … 4 (2008/09) 2, pp. 37-62
Persistent link: https://www.econbiz.de/10009932455