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~type:"book"
~accessRights:"free"
~language:"eng"
~institution:"arXiv.org"
~person:"Tasche, Dirk"
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Tasche, Dirk
Zhou, Wei-Xing
29
Sornette, Didier
28
Cotter, John
26
Sornette, D.
24
Bayraktar, Erhan
16
Kardaras, Constantinos
16
Brigo, Damiano
15
Martinho, Vitor Joao Pereira Domingues
15
Bouchaud, Jean-Philippe
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Farmer, J. Doyne
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Drozdz, S.
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Kitov, Ivan O.
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Mantegna, Rosario N.
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Papapantoleon, Antonis
10
Rudi Sch\"afer
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Scalas, Enrico
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Shevchenko, Pavel V.
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Brody, Dorje C.
9
Cont, Rama
9
Kwapien, J.
9
Nutz, Marcel
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Berd, Arthur M.
8
Dowd, Kevin
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Gheorghiu, Anca
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Palmowski, Zbigniew
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Ren, Fei
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Vovk, Vladimir
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Fujiwara, Yoshi
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Guhr, Thomas
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Kaizoji, Taisei
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1
Bayesian estimation of probabilities of default for low default portfolios
Tasche, Dirk
-
2011
Persistent link: https://www.econbiz.de/10009395452
Saved in:
2
Capital allocation for credit portfolios under normal and stressed market conditions
Jobst, Norbert
;
Tasche, Dirk
-
2010
Persistent link: https://www.econbiz.de/10008678256
Saved in:
3
Loss distributions conditional on defaults
Tasche, Dirk
-
2010
Persistent link: https://www.econbiz.de/10008522438
Saved in:
4
Estimating discriminatory power and PD curves when the number of defaults is small
Tasche, Dirk
-
2009
Persistent link: https://www.econbiz.de/10005083731
Saved in:
5
Incorporating exchange rate risk into PDs and asset correlations
Tasche, Dirk
-
2007
Persistent link: https://www.econbiz.de/10005083592
Saved in:
6
Validation of internal rating systems and PD estimates
Tasche, Dirk
-
2006
Persistent link: https://www.econbiz.de/10009203575
Saved in:
7
Calculating Concentration-Sensitive Capital Charges with Conditional Value-at-Risk
Tasche, Dirk
;
Theiler, Ursula
-
2003
Persistent link: https://www.econbiz.de/10005083709
Saved in:
8
A traffic lights approach to PD validation
Tasche, Dirk
-
2003
Persistent link: https://www.econbiz.de/10009203574
Saved in:
9
Remarks on the monotonicity of default probabilities
Tasche, Dirk
-
2002
Persistent link: https://www.econbiz.de/10009203583
Saved in:
10
A shortcut to sign Incremental Value-at-Risk for risk allocation
Tasche, Dirk
;
Tibiletti, Luisa
-
2002
Persistent link: https://www.econbiz.de/10005083650
Saved in:
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