Author of the publication

An introduction to credit risk modeling

, , and . Chapman & Hall/CRC financial mathematics series Chapman & Hall/CRC, Boca Raton, Fla. u.a., (2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

An introduction to credit risk modeling, , and . Chapman Hall, Boca Raton, Fla. u.a., 2. ed. edition, (2008)A note on optimal risk sharing on Lp spaces., and . Oper. Res. Lett., 44 (2): 202-207 (2016)An introduction to credit risk modeling, , and . Chapman & Hall/CRC financial mathematics series Chapman & Hall/CRC, Boca Raton, Fla. u.a., (2003)Systemic risk measures on general measurable spaces., , and . Math. Methods Oper. Res., 84 (2): 323-357 (2016)Dynamic systemic risk measures for bounded discrete time processes., , and . Math. Methods Oper. Res., 90 (1): 77-108 (2019)Asymptotic behaviour of multivariate default probabilities and default correlations under stress., , and . J. Appl. Probab., 53 (1): 71-81 (2016)Self-Tuning for Short-term Memory Consumers.. BTW Workshops, page 124-129. Technische Universität Kaiserslautern, (2011)