Albrecht, Peter - In: German Risk and Insurance Review (GRIR) 1 (2005) 2, pp. 22-152
wichtigsten Industriemodelle (Credit Risk+, KMV, Credit Metrics, Credit Portfolio View). Behandelt werden ferner die Grundzüge von … survey intends to give a systematic overview of fields of problems, of approaches to modelling and of methods of risk … systems and proceed with the four central categories of credit risk models (loan loss distributions, firm value models …