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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart, (2018)
Modelling correlations in credit portfolio risk
Rosenow, Bernd, (2009)
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta, (2019)
Kreditgeschäft : die Rating-Qualität verbessern
Gleißner, Werner, (2008)
Rating-Evidenz und Risikosimulation in strukturellen Modellen : Risikomanagement und Rating