Browsing All of EconStor by Author Overbeck, Ludger
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2003 | Modeling default dependence with threshold models | Overbeck, Ludger; Schmidt, Wolfgang M. |
2012 | Copula dynamics in CDOs | Choros-Tomczyk, Barbara; Härdle, Wolfgang Karl; Overbeck, Ludger |
2014 | Default probabilities and default correlations under stress | Packham, Natalie; Kalkbrener, Michael; Overbeck, Ludger |
2018 | Default probabilities and default correlations under stress | Packham, Natalie; Kalkbrener, Michael; Overbeck, Ludger |