Dirk Tasche | DeepAI
Dirk Tasche
Allocating Portfolio Economic Capital to Sub-Portfolios - Risk.net
Dirk Tasche: Expected Shortfall is not elicitable – so what? | Events | Imperial College London
Dirk TASCHE
Dirk TASCHE
Validation techniques II: discriminatory power and calibration | HSTalks
Dirk Tasche | DeepAI
Dirk Tasche | DeepAI
Dirk TASCHE
Dirk Tasche
Dirk Tasche | DeepAI
arXiv:cond-mat/0309003v3 [cond-mat.other] 9 Feb 2004
Dirk TASCHE
Dirk Tasche | DeepAI
Dirk Tasche's email & phone | Swiss Financial Market Supervisory Authority Finma's Senior Risk Manager email
Dirk Tasche | DeepAI
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Dirk Tasche - UTS Bags
Basel Committee on Banking Supervision. Working Paper No. 14. Studies on the Validation of Internal Rating Systems - PDF Free Download
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of Events
