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Consensus information and consensus rating : a note on methodological problems of rating aggregation
Lehmann, Christoph; Tillich, Daniel - 2014
Persistent link: https://www.econbiz.de/10010519321
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Consensus information and consensus rating : a simulation study on rating aggregation
Lehmann, Christoph; Tillich, Daniel - In: The journal of risk model validation 10 (2016) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011587704
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Applied consensus information and consensus rating : a simulation study of rating aggregation
Lehmann, Christoph; Tillich, Daniel - 2015
Persistent link: https://www.econbiz.de/10013441240
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Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel; Lehmann, Christoph - 2016
Persistent link: https://www.econbiz.de/10013441253
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Sensitivities and worst-case correlations for hitting probabilities of portfolio tranches
Huschens, Stefan; Lehmann, Christoph; Tillich, Daniel - In: The journal of risk model validation 4 (2010/11) 1, pp. 49-69
Persistent link: https://www.econbiz.de/10009911487
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Bounds for the expectation of bounded random variables
Tillich, Daniel - 2011
Persistent link: https://www.econbiz.de/10009315584
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Domestic subsidies under European Community countervailing duty law : an emerging standard after the ECJ soya cases
Lehmann, Christoph - In: World competition : law and economics review 12 (1989) 4, pp. 31-38
Persistent link: https://www.econbiz.de/10001068358
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A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph - 2017
Persistent link: https://www.econbiz.de/10013441258
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Bounds for the expectation of bounded random variables
Tillich, Daniel - 2011
Persistent link: https://www.econbiz.de/10009527898