Ralf Kellner
From MaRDI portal
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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