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Estimation of default probabilities and default correlations
Huschens, Stefan; Vogl, Konstantin; Wania, Robert - In: Risk management : challenge and opportunity ; with 125 …, (pp. 239-258). 2005
Persistent link: https://www.econbiz.de/10002447683
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Estimation of default probabilities and default correlations
Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10013441061
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Modellierung der Zeitstruktur von Ratingmigrationen : ein intensitätsbasierter Ansatz zu zeitdiskreten Ratingbeobachtungen
Vogl, Konstantin - 2008
Persistent link: https://www.econbiz.de/10003724759
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BLUEs for default probabilities
Vogl, Konstantin; Wania, Robert - 2004
Persistent link: https://www.econbiz.de/10013441062
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Modeling and estimating the credit cycle by a probit-AR(1)-process
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10013441119
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Predicting the credit cycle with an autoregressive model
Höse, Steffi; Vogl, Konstantin - 2005
Persistent link: https://www.econbiz.de/10013441120
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Backtesting von Ausfallwahrscheinlichkeiten
Huschens, Stefan - In: Risikomanagement aus Bankenperspektive : Grundlagen, …, (pp. 167-180). 2006
Persistent link: https://www.econbiz.de/10003372394
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - In: Operations research proceedings 2010 : selected papers …, (pp. 111-116). 2011
Persistent link: https://www.econbiz.de/10009270870
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Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance, (pp. 105-123). 2009
Persistent link: https://www.econbiz.de/10003746005
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Dreizehn Korrelationen in Kreditrisikomodellen
Huschens, Stefan - In: Banken, Finanzierung und Unternehmensführung : …, (pp. 177-188). 2004
Persistent link: https://www.econbiz.de/10002516030