Daniel Tillich
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of rating classes and default probabilities in credit risk models with dependencies Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
| Checking default correlation and score correlation in a breakpoint model for rating classification Economic Quality Control | 2018-07-04 | Paper |
| Consensus information and consensus rating. A note on methodological problems of rating aggregation Operations Research Proceedings | 2016-05-19 | Paper |
Research outcomes over time
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