| Publication | Date of Publication | Type |
|---|
A Markov approach to credit rating migration conditional on economic states
The Canadian Journal of Statistics | 2026-05-27 | Paper |
| scientific article; zbMATH DE number 7374776 (Why is no real title available?) | 2021-07-26 | Paper |
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Journal of Applied Probability | 2016-04-29 | Paper |
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Journal of Applied Probability | 2016-04-29 | Paper |
CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS
Mathematical Finance | 2015-04-24 | Paper |
Solving systems of algebraic equations by using Gröbner bases
Lecture Notes in Computer Science | 2011-04-16 | Paper |
An axiomatic characterization of capital allocations of coherent risk measures
Quantitative Finance | 2010-02-05 | Paper |
AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
Mathematical Finance | 2005-09-28 | Paper |
On the complexity of Gröbner bases conversion
Journal of Symbolic Computation | 1999-11-25 | Paper |
Algorithmic properties of polynomial rings
Journal of Symbolic Computation | 1999-09-13 | Paper |
| scientific article; zbMATH DE number 1263316 (Why is no real title available?) | 1999-03-16 | Paper |
| scientific article; zbMATH DE number 1244209 (Why is no real title available?) | 1999-01-24 | Paper |
Converting bases with the Gröbner walk
Journal of Symbolic Computation | 1997-11-24 | Paper |
On the stability of Gröbner bases under specializations
Journal of Symbolic Computation | 1997-01-01 | Paper |
A generalized Euclidean algorithm for geometry theorem proving
Annals of Mathematics and Artificial Intelligence | 1996-11-24 | Paper |
Initial complexes of prime ideals
Advances in Mathematics | 1996-05-29 | Paper |
Prime decompositions of radicals in polynomial rings
Journal of Symbolic Computation | 1996-02-06 | Paper |
| scientific article; zbMATH DE number 778196 (Why is no real title available?) | 1995-08-28 | Paper |
Low degree solutions to linear equations with \(K[x]\) coefficients
Journal of Symbolic Computation | 1995-02-26 | Paper |
Primitive polynomial remainder sequences in elimination theory
Applicable Algebra in Engineering, Communication and Computing | 1995-01-31 | Paper |
A generalized Euclidean algorithm for computing triangular representations of algebraic varieties
Journal of Symbolic Computation | 1993-08-25 | Paper |
| scientific article; zbMATH DE number 204997 (Why is no real title available?) | 1993-06-17 | Paper |
| scientific article; zbMATH DE number 17843 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 24073 (Why is no real title available?) | 1992-06-26 | Paper |
A Markov approach to credit rating migration conditional on economic states
(available as arXiv preprint) | N/A | Paper |
