Ralf Kellner
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Person:1653398
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 |
|---|---|---|
| Time matters: how default resolution times impact final loss rates Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
| Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
| Systematic effects among loss given defaults and their implications on downturn estimation European Journal of Operational Research | 2018-08-03 | Paper |
| The influence of non-linear dependencies on the basis risk of industry loss warranties Insurance Mathematics & Economics | 2011-08-01 | Paper |
Research outcomes over time
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