Items where Division is "Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)" and Year is 2018

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Number of items: 4.

B

Betz, Jennifer and Kellner, Ralf and Roesch, Daniel (2018) Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 271 (3). pp. 1113-1144. ISSN 0377-2217, 1872-6860

D

Do, Hung Xuan and Rosch, Daniel and Scheule, Harald (2018) Predicting loss severities for residential mortgage loans: A three-step selection approach. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 270 (1). pp. 246-259. ISSN 0377-2217, 1872-6860

K

Krueger, Steffen and Oehme, Toni and Roesch, Daniel and Scheule, Harald (2018) A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses. JOURNAL OF EMPIRICAL FINANCE, 47. pp. 246-262. ISSN 0927-5398, 1879-1727

Krueger, Steffen and Roesch, Daniel and Scheule, Harald (2018) The impact of loan loss provisioning on bank capital requirements. JOURNAL OF FINANCIAL STABILITY, 36. pp. 114-129. ISSN 1572-3089, 1878-0962

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