„default dependence“

Suchergebnisse

16 Treffer

• Generalized Modeling and Estimation of Rating Classes and Default Probabilities Considering Dependencies in Cross and Longitudinal Section
  Tillich, Daniel 2017 Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden
• Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
  Tillich, Daniel ; Lehmann, Christoph 2017 Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden
• High Dimensional Financial Engineering: Dependence Modeling and Sequential Surveillance
  Xu, Yafei ; Okhrin, Ostap ; Droge, Bernd 2018 Humboldt-Universität zu Berlin
• Four essays on linear and extreme dependences in credit derivatives and equity markets
  Supper, Hendrik ; Weiß, Gregor Nikolaus Felix ; Posch, Peter 2014 Universitätsbibliothek Dortmund
• Is tail risk priced in credit default swap premia?
  Meine, Christian ; Supper, Hendrik ; Weiß, Gregor 2013 Universitätsbibliothek Dortmund
• Modeling default dependence with threshold models
  Overbeck, Ludger ; Schmidt, Wolfgang M. 2003 HfB
• Partial dependence analysis of financial ratios in predicting company defaults: random forest vs XGBoost models
  Antar, Monia ; Tayachi, Tahar
• Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
  Tillich, Daniel 2016 Technische Universität Dresden, Fakultät Wirtschaftswissenschaften
• Spatial Dependence in Subprime Mortgage Defaults
  Heinen, Andréas ; Kau, James B. ; Keenan, Donald C. ; Kim, Mi Lim
• Modeling default dependence with threshold models
  Overbeck, Ludger ; Schmidt, Wolfgang M. 2003 HfB
• The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis
  Alqaralleh, Huthaifa
• Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
  Tillich, Daniel ; Lehmann, Christoph 2016 Technische Universität Dresden, Fakultät Wirtschaftswissenschaften
• Dependence structures of credit default swaps to common factors and underlying assets
  Thu, Hien Pham 2018
• Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework
  Fischer, Matthias ; Köstler, Christoph ; Jakob, Kevin
• Corporate diversification and dependence – valuation of multi-business firms and basket default swaps
  Erdorf, Stefan 2012 Eul
• Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks
  Derbali, Abdelkader ; Jamel, Lamia