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Estimation of the marginal expected shortfall : the mean when a related variable is extreme
Cai, Juan-Juan; Einmahl, John H. J.; Haan, Laurens de; … - 2012
Persistent link: https://www.econbiz.de/10009630355
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Three essays on credit risk, information and default
Gmehling, Philipp - 2016
Persistent link: https://www.econbiz.de/10011556620
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Modelling default correlations in a two-firm model with dynamic leverage ratios
Chiarella, Carl; Lo, Chi-fai; Ming Xi Huang - 2012
Persistent link: https://www.econbiz.de/10009564460
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Heterogeneous risks at auditing of trade accounts receivable and their default in payment within personal insolvency
Prömpers, Henning Rainer - 2017
Persistent link: https://www.econbiz.de/10011760345
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Modellierung der Loss Rate Given Default im Kreditrisikomanagement
Wildenauer, Nicole - 2007
Persistent link: https://www.econbiz.de/10003406422
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Simulative Prognose der Ausfallwahrscheinlichkeit von Unternehmen
Ströbele, Heiko - 2017
Persistent link: https://www.econbiz.de/10011595343
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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A quantile analysis of default risk for speculative and emerging companies
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410475
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Neue Möglichkeiten der Optimierung von Portfolios : der Einsatz von Ausfallrisikomaßen
Čumova, Denisa; Thießen, Friedrich - 2002
Persistent link: https://www.econbiz.de/10013430532