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 |
|---|---|---|
| Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
| pTAS distributions with application to risk management Journal of Statistical Distributions and Applications | 2016-11-30 | Paper |
| Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study Dependence Modeling | 2014-05-23 | Paper |
Research outcomes over time
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