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A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark, (2016)
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel, (2014)
Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default
Orlando, Guiseppe, (2020)
Zur Modellierung der Erwartungsbildung in makroökonomischen Modellen
Huschens, Stefan, (1994)
Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan, (2000)
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan, (1997)