January 01, 2023 preprint Open access Aachen paper

Modelling Dynamic Portfolio Credit Risk

SSRN Electronic Journal

DOI: 10.2139/ssrn.4385160 Full text (OA) OpenAlex

Authors 2

Ebbe Rogge corresponding Aachen

Leiden University

Affiliation as printed

Leiden University - Leiden Law School

Leiden University - Leiden Law School, P.O. Box 9520, 2300 RA Leiden, NL-2300RA, Netherlands
Philipp Schönbucher

ETH Zurich

Affiliation as printed

ETH Zürich - Department of Mathematics

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