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Risk measurement with spectral capital allocation
Overbeck, Ludger; Sokolova, Maria - In: Applied quantitative finance, (pp. 139-159). 2009
Persistent link: https://www.econbiz.de/10003746012
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Risk measurement with spectral capital allocation
Overbeck, Ludger; Sokolova, M. - In: Applied quantitative finance, (pp. 93-111). 2017
Persistent link: https://www.econbiz.de/10011794955
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Stress testing in credit portfolio models
Kalkbrener, M.; Overbeck, Ludger - In: Applied quantitative finance, (pp. 153-176). 2017
Persistent link: https://www.econbiz.de/10011794959
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger; Wagner, Christoph - In: Applied quantitative finance, (pp. 207-221). 2017
Persistent link: https://www.econbiz.de/10011794963