Browsing by Author Tasche, D
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 19-Jan-2017 | Fisher consistency for prior probability shift | Tasche, D |
| 31-Dec-2015 | The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions | Tasche, D |
| 17-Nov-2015 | What is the best risk measure in practice? A comparison of standard measures | Emmer, S; Kratz, M; Tasche, D |