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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
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Allocation of economic capital in loan portfolios
Overbeck, Ludger - In: Measuring risk in complex stochastic systems, (pp. 1-17). 2000
Persistent link: https://www.econbiz.de/10001579693
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Systematic risk in homogeneous credit portfolios
Bluhm, Christian; Overbeck, Ludger - In: Credit risk : measurement, evaluation and management ; …, (pp. 35-48). 2003
Persistent link: https://www.econbiz.de/10002001344
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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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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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Integration of credit and market risk
Overbeck, Ludger - In: Risk management : a modern perspective, (pp. 341-365). 2006
Persistent link: https://www.econbiz.de/10003271420
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Risikomanagement mit spektralen Risiko- und Allokationsmaßen
Overbeck, Ludger - In: Handbuch ökonomisches Kapitel, (pp. 305-318). 2008
Persistent link: https://www.econbiz.de/10003752319