Browsing by Author Tasche, D

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Showing results 1 to 3 of 3
Issue DateTitleAuthor(s)
19-Jan-2017Fisher consistency for prior probability shiftTasche, D
31-Dec-2015The Two Defaults Scenario for Stressing Credit Portfolio Loss DistributionsTasche, D
17-Nov-2015What is the best risk measure in practice? A comparison of standard measuresEmmer, S; Kratz, M; Tasche, D