Narrow search
Showing 1 - 4 of 4
Cover Image
Economic benefit of powerful credit scoring
Blöchlinger, Andreas; Leippold, Markus - In: Journal of banking & finance 30 (2006) 3, pp. 851-874
Persistent link: https://www.econbiz.de/10005878513
Cover Image
Validation of Default Probabilities
Blöchlinger, Andreas - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 5, pp. 1089-1124
Persistent link: https://www.econbiz.de/10010072160
Cover Image
Arbitrage-free credit pricing using default probabilities and risk sensitivities
Blöchlinger, Andreas - In: Journal of banking & finance 35 (2011) 2, pp. 268-282
Persistent link: https://www.econbiz.de/10008769671
Cover Image
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults
Blöchlinger, Andreas; Leippold, Markus - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 487-506
Persistent link: https://www.econbiz.de/10008878378