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
This page was built for person: Daniel Tillich
