Browsing All of EconStor by Author Klaassen, Pieter
Showing results 1 to 3 of 3
| Year of Publication | Title | Author(s) |
| 2001 | Tail Behavior of Credit Loss Distributions for General Latent Factor Models | Lucas, André; Klaassen, Pieter; Spreij, Peter; Straetmans, Stefan |
| 2002 | Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation | Koopman, Siem Jan; Lucas, André; Klaassen, Pieter |
| 2003 | Discrete versus Continuous State Switching Models for Portfolio Credit Risk | Lucas, André; Klaassen, Pieter |
