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Credit portfolio correlations and uncertainty
Höse, Steffi; Huschens, Stefan - 2012
Persistent link: https://www.econbiz.de/10009676668
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Stochastic orders and non-gaussian risk factor models
Höse, Steffi; Huschens, Stefan - 2011
Persistent link: https://www.econbiz.de/10009527879
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Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2011
Persistent link: https://www.econbiz.de/10009527891
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Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi; Huschens, Stefan - 2009
Persistent link: https://www.econbiz.de/10004958679
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Confidence intervals for quantiles of a Vasicek distributed credit portfolio loss
Höse, Steffi; Huschens, Stefan - 2010
Persistent link: https://www.econbiz.de/10008845976
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From credit scores to stable default probabilities : a model based approach
Höse, Steffi; Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10004802562
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Estimation of default probabilities in a single-factor model
Höse, Steffi; Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10004802563
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Sind interne Ratingsysteme im Rahmen von Basel II evaluierbar? : zur Schätzung von Ausfallwahrscheinlichkeiten durch Ausfallquoten
Höse, Steffi; Huschens, Stefan - 2002
Persistent link: https://www.econbiz.de/10004802584
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Simultaneous confidence intervals for default probabilities
Höse, Steffi; Huschens, Stefan - 2003
Persistent link: https://www.econbiz.de/10004802586
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Rating Migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - 2008
Persistent link: https://www.econbiz.de/10004926384