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Search: "Maciag, Jakob"
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Löderbusch, Matthias
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Genossenschaftswesen : ZfgG
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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
Saved in:
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
Saved in:
3
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
4
Empirische Fakten zur Branchenstruktur der Kreditportfolios von Kreditgenossenschaften und ihrer zeitlichen Entwicklung
Jahn, Nadya
;
Maciag, Jakob
;
Pfingsten, Andreas
- In:
Zeitschrift für das gesamte Genossenschaftswesen : ZfgG
65
(
2015
)
2
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011302510
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