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~isPartOf:"Journal of risk management in financial institutions"
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Modelling correlations in credit portfolio risk
Rosenow, Bernd
;
Weißbach, Rafael
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10003939667
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Estimating the probability of a non-Markovian rating transition from partially unobserved histories
Weißbach, Rafael
;
Schmal, Friederike
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10012064759
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