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Dynamische nichtlineare Referenzpreismodelle mit latenten Variablen
Natter, Martin - 1994
Persistent link: https://www.econbiz.de/10013408016
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Event-history models in social mobility research
Blossfeld, Hans-Peter; Hamerle, Alfred; Mayer, Karl Ulrich - 1991
Persistent link: https://www.econbiz.de/10000960486
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Incorporating prediction and estimation risk in point-in-time credit portfolio models
Hamerle, Alfred; Knapp, Michael; Liebig, Thilo; … - 2005
Persistent link: https://www.econbiz.de/10003313001
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Credit risk factor modeling and the Basel II IRB approach
Hamerle, Alfred (contributor); Liebig, Thilo (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002133114
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Forecasting credit portfolio risk
Hamerle, Alfred (contributor); Liebig, Thilo (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002133168
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Incorporating prediction and estimation risk in point-in-time credit portfolio models
Hamerle, Alfred; Knapp, Michael; Liebig, Thilo; … - 2005
In this paper we focus on the analysis of the effect of prediction and estimation risk on the loss distribution, risk measures and economic capital. When variables for the determination of probability of default and loss distribution have to be predicted because they are not available at the...
Persistent link: https://www.econbiz.de/10003209701
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Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen
Hamerle, Alfred; Knapp, Michael; Wildenauer, Nicole - 2005
Persistent link: https://www.econbiz.de/10003228299
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Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred - 2002
Persistent link: https://www.econbiz.de/10013408266
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Das Kaufkraft- und Zinsparitätentheorem : reine Theorie oder empirische Evidenz?
Zimmerer, Thomas - 1996
Persistent link: https://www.econbiz.de/10000614657