Fisher consistency for prior probability shift
Validation techniques II: discriminatory power and calibration | HSTalks
Dirk TASCHE
Allocating Portfolio Economic Capital to Sub-Portfolios - Risk.net
Dirk Tasche | DeepAI
On the Second Borel-Cantelli Lemma for Strongly Mixing Sequences of Events
Calculating Concentration-Sensitive Capital Charges with Conditional Value-at-Risk
Was ist in meiner Tasche? | Business-Edition - YouTube
Interactive Dirk Magazines, Online Dirk Magazine Publishers at FlipHTML5.com
Dirk Tasche | DeepAI
Aldi Süd - Dirk van den Broek - Deutsche Digitale Bibliothek
PDF) A traffic lights approach to PD validation
Estimating Probabilities of Default for Low Default Portfolios
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Dirk TASCHE
Dirk Tasche | DeepAI
Dirk TASCHE
Die Welt in der Tasche“ - Westfalenspiegel
Quantitative Financial Risk Management - Henry Stewart Talks
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Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Dirk Tasche | DeepAI
Dirk TASCHE
