Narrow search
Showing 1 - 10 of 153
Cover Image
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Cover Image
Correlation under stress in normal variance mixture models
Kalkbrener, Michael; Packham, Natalie - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 426-456
Persistent link: https://www.econbiz.de/10011350602
Cover Image
Monitoring and crediting process control with use of logical and probabilistic risk model
Karasev, Vasily - In: International journal of risk assessment and management … 18 (2015) 3/4, pp. 222-236
Persistent link: https://www.econbiz.de/10011535895
Cover Image
Scenario logic and probabilistic management of risk in business and engineering
Soložencev, Evgenij - 2005
Persistent link: https://www.econbiz.de/10002536874
Cover Image
Red-blooded risk : the secret history of Wall Street
Brown, Aaron - 2012
Persistent link: https://www.econbiz.de/10009427753
Cover Image
Project risk management : essential methods for project teams and decision makers
Raydugin, Yuri - 2013
Persistent link: https://www.econbiz.de/10010205142
Cover Image
The impact of heuristics on the practice of risk management : the example of default probabilities
Deventer, Donald R. van; Zimmermann, Tom - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10010360519
Cover Image
IT-Risikomanagement : Identifikation, Quantifizierung und wirtschaftliche Steuerung
Prokein, Oliver - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003608345
Cover Image
A statistical risk assessment of bitcoin and its extreme tail behavior
Osterrieder, Joerg; Lorenz, Julian - In: Annals of financial economics 12 (2017) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011716049
Cover Image
Sharp probability tail estimates for portfolio credit risk
Collamore, Jeffrey F.; Silva, Hasitha de; Vidyashankar, … - In: Risks : open access journal 10 (2022) 12, pp. 1-20
Portfolio credit risk is often concerned with the tail distribution of the total loss, defined to be the sum of default losses incurred from a collection of individual loans made out to the obligors. The default for an individual loan occurs when the assets of a company (or individual) fall...
Persistent link: https://www.econbiz.de/10014230963