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 |
|---|---|---|
| Modelling tail credit risk using transition matrices Mathematics and Computers in Simulation | 2021-02-15 | Paper |
| Take it to the limit: innovative CVaR applications to extreme credit risk measurement European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: R. J. Powell