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subject:"USA"
~accessRights:"restricted"
~person:"Maciag, Jakob"
~subject:"Risk measure"
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USA
Risk measure
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Maciag, Jakob
Wang, Ruodu
5
Embrechts, Paul
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Bianchi, Michele Leonardo
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Kellner, Ralf
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Rösch, Daniel
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Stulz, René M.
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The journal of credit risk : published quarterly by Incisive Media
2
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ECONIS (ZBW)
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
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2
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
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