@book
{TN_libero_mab2,
author = {
Tillich, Daniel
Ferger, Dietmar
},
title = {
Estimation of rating classes and default probabilities in credit risk models with dependencies
},
publisher = {Techn. Univ., Inst. für Mathematische Stochastik},
keywords = {
Forschungsbericht
,
Regressionsmodell
,
Rating
,
Kreditrisiko
},
year = {2013},
booktitle = {Dresdner Schriften zur mathematischen Stochastik ; 2013,3},
address = {
Dresden
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}