Lawrenz, Jochen

Assessing the Estimation Uncertainty of Default Probabilities

Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 2 : pp. 217–238

Why Simple, When it Can Be Difficult?

Some Remarks on the Basel IRB Approach

Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 4 : pp. 534–556