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~subject:"Credit risk"
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Credit risk
Germany
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Theorie
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Theory
28
Statistische Verteilung
19
Statistical distribution
17
Deutschland
16
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12
Multivariate distribution
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gender pay gap
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skewness
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Kreditrisiko
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copula
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discrimination
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matching
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Portfolio selection
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agglomeration
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wages
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gender
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leptokurtosis
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tail dependence
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tax competition
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unemployment
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union density
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Fischer, Matthias
8
Jakob, Kevin
2
Pfeuffer, Marius
2
Churt, Johannes
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Dietz, Christian
1
Dorfleitner, Gregor
1
Eckert, Johanna
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Geidosch, Marco
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Kaufmann, Florian
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Nagl, Maximilian
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Nolte, Kim
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The journal of credit risk : published quarterly by Incisive Media
2
The journal of risk model validation
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Essays on the measurement of credit risk
1
Journal of risk
1
The journal of fixed income
1
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ECONIS (ZBW)
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1
Modeling sector correlations with CreditRisk+ : the commen background vector model
Fischer, Matthias
;
Dietz, Christian
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
4
,
pp. 23-43
Persistent link: https://www.econbiz.de/10009424790
Saved in:
2
Specification risk and calibration effects of multifactor credit portfolio model
Dorfleitner, Gregor
;
Fischer, Matthias
;
Geidosch, Marco
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009670750
Saved in:
3
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
Saved in:
4
An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions
Fischer, Matthias
;
Kaufmann, Florian
- In:
The journal of risk model validation
8
(
2014
)
2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10010394659
Saved in:
5
Quantifying model risk within a CreditRisk+ framework
Fischer, Matthias
;
Mertel, Alexander
- In:
The journal of risk model validation
6
(
2012
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10009539312
Saved in:
6
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
7
Expected loss over lifetime calculation: methodological concepts and challenges
Pfeuffer, Marius
;
Fischer, Matthias
- In:
Essays on the measurement of credit risk
,
(pp. 6-27)
.
2017
Persistent link: https://www.econbiz.de/10011901168
Saved in:
8
Fast approximation methods for credit portfolio risk calculations
Jakob, Kevin
;
Churt, Johannes
;
Fischer, Matthias
;
Nolte, Kim
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
3/4
,
pp. 689-716
Persistent link: https://www.econbiz.de/10014451940
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