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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
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Credit risk classification in Peer-to-Peer marketplaces : the nexus of Neural Network approach
Baah, Alexander; Tan, Zhongming; Ding, Guoping; … - In: Business and Economic Research : BER 10 (2020) 1, pp. 196-209
Persistent link: https://www.econbiz.de/10012219865
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias - 2018
Persistent link: https://www.econbiz.de/10011914364
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Essays on systemic risk and financial stability
Kund, Arndt-Gerrit - 2021
Persistent link: https://www.econbiz.de/10012818075
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
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Zeitstetige und -diskrete dynamische Kreditportfoliomodellierung : ein Vergleich verschiedener Modelle
Avak, Britt-Kerstin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009412405
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Bedeutung der Spezifikation für Ratingmodelle
Rönnberg, Michael - 2010
Persistent link: https://www.econbiz.de/10008772341
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Validation of rating systems
Güttler, André - 2005
Persistent link: https://www.econbiz.de/10003226136