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Höse, Steffi [Author] ; Höse, Steffi [Other]

Statistische Genauigkeit bei der simultanen Schätzung von Abhängigkeitsstrukturen und Ausfallwahrscheinlichkeiten in Kreditportfolios

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Aachen: Shaker, 2007

Published in: Berichte aus der Statistik
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for asset correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 54
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Credit portfolio correlations and uncertainty

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2012

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 57
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Stochastic orders and non-Gaussian risk factor models

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2011

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 55
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Ausfallrisiko

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 48
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for correlations in the asymptotic single risk factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2009

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 50
Höse, Steffi [Author] ; Huschens, Stefan [Other]

Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2010

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 51
Höse, Steffi [Author] ; Huschens, Stefan [Other]; Wania, Robert [Other]

Rating migrations

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2008

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 47
Höse, Steffi [Author]; Vogl, Konstantin [Author]

Modeling and estimating the credit cycle by a probit-AR(1)-process

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 44
Höse, Steffi [Author]; Vogl, Konstantin [Author]

Predicting the credit cycle with an autoregressive model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2005

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 45
Höse, Steffi [Author]; Huschens, Stefan [Author]

Estimation of default probabilities in a single-factor model

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 34
Höse, Steffi [Author]; Huschens, Stefan [Author]

From credit scores to stable default probabilities : a model based approach

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 33
Höse, Steffi [Author]; Huschens, Stefan [Author]

Simultaneous confidence intervals for default probabilities

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2003

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 35
Höse, Steffi [Author]; Huschens, Stefan [Author]

Sind interne Ratingsysteme im Rahmen von Basel II evaluierbar? : zur Schätzung von Ausfallwahrscheinlichkeiten durch Ausfallquoten

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Dresden: Techn. Univ., Fak. Wirtschaftswiss., 2002

Published in: Dresdner Beiträge zu quantitativen Verfahren ; 32
Höse, Steffi [Author]; Huschens, Stefan [Author]

Ereignisrisiko : statistische Verfahren und Konzepte zur Risikoquantifizierung

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Berlin; [Heidelberg]: Springer Spektrum, [2022]

Published in: Springer eBook Collection
Gleißner, Werner [Author]; Romeike, Frank [Author]; Bemmann, Martin [Author] ; Berger, Thomas [Other]; Hager, Peter [Other]; Henselmann, Klaus [Other]; Hölscher, Reinhold [Other]; Hommel, Ulrich [Other]; Höse, Steffi [Other]; Huschens, Stefan [Other]; Jussel, Peter [Other]; Kajüter, Peter [Other]; Kobi, J. M. [Other]; Kross, Wilhelm K. [Other]; Bieta, Volker [Other]; Mißler-Behr, Magdalena [Other]; Mott, Bernd [Other]; Münzenberg, Thomas [Other]; Brühwiler, Bruno [Other]; Egner, Thomas [Other]; Erben, Roland Franz [Other]; Füser, Karsten [Other]; Giebel, Stefan Peter [Other]; Gleißner, Werner [Other]; Grundmann, Thilo [Other]

Praxishandbuch Risikomanagement : Konzepte - Methoden - Umsetzung

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http://www.esvcampus.de/978-3-503-15798-3

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Berlin: Erich Schmidt Verlag GmbH & Co, 2014
Höse, Steffi; Huschens, Stefan

Stochastic orders and non-Gaussian risk factor models

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Springer Science and Business Media LLC, 2013

Published in: Review of Managerial Science

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