Dirk Tasche | DeepAI
Fisher consistency for prior probability shift
Quantitative Financial Risk Management - Henry Stewart Talks
Dirk TASCHE
Dirk Tasche
Calculating Concentration-Sensitive Capital Charges with Conditional Value-at-Risk
Validation techniques II: discriminatory power and calibration | HSTalks
PDF) A traffic lights approach to PD validation
Allocating Portfolio Economic Capital to Sub-Portfolios - Risk.net
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of Events
Approximations for the Value-at-Risk approach to risk-return analysis | Luisa Tibiletti - Academia.edu
Dirk Tasche - Senior Risk Manager, Banks division - Swiss Financial Market Supervisory Authority FINMA | LinkedIn
Dirk Tasche | DeepAI
Dirk Tasche | DeepAI
Dirk TASCHE
Die Welt in der Tasche“ - Westfalenspiegel
Dirk Tasche | DeepAI
Was ist in meiner Tasche? | Business-Edition - YouTube
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Dirk TASCHE
Dirk TASCHE
Dirk Tasche | DeepAI
Validation techniques I: regulatory and statistical background | HSTalks
Dirk Tasche
