Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times

von Okhrati, Ramin
Veröffentlicht in International journal of theoretical and applied finance (2021)

A mixture model for credit card exposure at default using the GAMLSS framework

von Wattanawongwan, Suttisak
Veröffentlicht in International journal of forecasting (2023)

Modelling credit card exposure at default using vine copula quantile regression

von Wattanawongwan, Suttisak
Veröffentlicht in European journal of operational research (2023)