Jennifer Betz

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Person:1653397



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!

PublicationDate of PublicationType
Credit line exposure at default modelling using Bayesian mixed effect quantile regression
Journal of the Royal Statistical Society. Series A. Statistics in Society
2025-04-04Paper
Time matters: how default resolution times impact final loss rates
Journal of the Royal Statistical Society. Series C. Applied Statistics
2024-11-27Paper
Systematic effects among loss given defaults and their implications on downturn estimation
European Journal of Operational Research
2018-08-03Paper


Research outcomes over time


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