Publications by Year

sign in

Journal

Journal of Credit Risk

Collection

Collection

ISSN: 1744-6619

Published by incisive media

Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model -- a comparative study Article

Journal of Credit Risk, 3(3), 75-96.

X. Huang, C.W. Oosterlee (Kees) and M.A.M. Mesters

September 2007
Generalized beta regression models for random Loss-Given-Default Article

Journal of Credit Risk, 7(4), 1-27.

X. Huang and C.W. Oosterlee (Kees)

January 2011

Previous

Refine Publication List

Address
- Centrum Wiskunde & Informatica
- Science Park 123 | 1098 XG Amsterdam | the Netherlands

CWI researchers
- Register Your Work
Questions or comments?
- repository@cwi.nl

Workflow

Workflow

Add Content

User Publication Person Organisation Collection

Close