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~isPartOf:"The journal of risk model validation"
~person:"Arnsdorf, Matthias"
~person:"Biljon, L. van"
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Arnsdorf, Matthias
Biljon, L. van
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The journal of risk model validation
Journal of risk management in financial institutions
1
Risk, April 2019
1
The journal of computational finance
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ECONIS (ZBW)
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Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
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2
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
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