Narrow search
Showing 1 - 4 of 4
Cover Image
Expected loss over lifetime calculation: methodological concepts and challenges
Pfeuffer, Marius; Fischer, Matthias - In: Essays on the measurement of credit risk, (pp. 6-27). 2017
Persistent link: https://www.econbiz.de/10011901168
Cover Image
An extended likelihood framework for modeling discretely observed credit rating transitions
Pfeuffer, Marius; Möstel, Linda; Fischer, Matthias - In: Essays on the measurement of credit risk, (pp. 50-74). 2017
Persistent link: https://www.econbiz.de/10011901173
Cover Image
Connecting rating migration matrices and the business cycle by means of generalized regression models
Pfeuffer, Marius; Fischer, Matthias - In: Essays on the measurement of credit risk, (pp. 75-90). 2017
Persistent link: https://www.econbiz.de/10011901177
Cover Image
Stress testing German industry sectors: results from a vine copula based quantile regression
Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; … - In: Essays on the measurement of credit risk, (pp. 91-108). 2017
Persistent link: https://www.econbiz.de/10011901180