apl. Prof. Dr. Matthias Fischer

Fachbereich Wirtschaftswissenschaften

Composite Tukey-type distributions with application to operational risk management (2024) Möstel L, Fischer M, Pfeuffer M Journal article Fast approximation methods for credit portfolio risk calculations (2023) Jakob K, Churt J, Fischer M, Nolte K, Okhrin Y, Sondermann D, Wilke S, Worbs T 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 Parameter estimation of Tukey-type distributions: A comparative analysis (2019) Möstel L, Fischer M, Pfaelzner F, Pfeuffer M Journal article An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions (2018) Pfeuffer M, Möstel L, Fischer M Journal article, Original article Weighted Power Mean Copulas: Theory and Application (2018) Klein I, Fischer M, Pleier T Journal article, Original article wHS-type distributions with application to Finance (2017) Fischer M, Hui A, Hösle S Journal article, Original 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 Application of Vine Copulas to Credit Portfolio Risk Modeling (2016) Fischer M, Geidosch M Journal article, Original article IFRS 9 Impairment von Finanzinstrumenten: Parametrische Modellierung von PD-Kurven (2016) Fischer M, Pfeuffer M Journal article, Original article