Kevin Jakob

From MaRDI portal
Person:347266

Available identifiers

zbMath Open jakob.kevinMaRDI QIDQ347266

List of research outcomes





PublicationDate of PublicationType
Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework2019-08-30Paper
pTAS distributions with application to risk management2016-11-30Paper
Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study2014-05-23Paper

Research outcomes over time

This page was built for person: Kevin Jakob

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:347266&oldid=6902666"
Powered by MediaWiki