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Marius Pfeuffer
List of publications:
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Lehrstuhl für Statistik und Ökonometrie
Publications
(6)
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Journal article
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Composite Tukey-type distributions with application to operational risk management (2024)
Möstel L, Fischer M, Pfeuffer M
Journal article
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model (2020)
Pfeuffer M, Nagl M, Fischer M, Rösch D
Journal article
Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (2020)
dos Reis G, Pfeuffer M, Smith G
Journal article
Parameter estimation of Tukey-type distributions: A comparative analysis (2019)
Möstel L, Fischer M, Pfaelzner F, Pfeuffer M
Journal article
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. (2017)
Fischer M, Kraus D, Pfeuffer M, Czado C
Journal article, Original article
IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven (2016)
Fischer M, Pfeuffer M
Journal article, Original article