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Anzahl der Einträge in dieser Kategorie: 6.

B

Betz, Jennifer (2018) Resolution of defaulted loan contracts - An empirical analysis of default resolution time and loss given default. Dissertation, Universität Regensburg.

K

Kircher, Felix (2025) Optimal portfolio selection with parameter estimation risks: Statistical modeling and empirical applications. Dissertation, Universität Regensburg.

Kratochwil, Michael (2020) Measuring Counterparty Risk - Development of innovative Methods in Light of Regulatory Reforms. Dissertation, Universität Regensburg.

Krüger, Steffen (2017) Advanced Dependency Modeling in Credit Risk - Lessons for Loss Given Default, Lifetime Expected Loss and Bank Capital Requirements. Dissertation, Universität Regensburg.

N

Nagl, Matthias (2024) Uncertainty-aware machine learning with applications to credit risk. Dissertation, Universität Regensburg.

Nagl, Maximilian (2022) Statistical and machine learning for credit and market risk management. Dissertation, Universität Regensburg.

Diese Liste wurde erzeugt am Thu Apr 16 06:54:47 2026 CEST.
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