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Rachev, Svetlozar T

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Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study 34 28 0
Spot and derivative pricing in the EEX power market 36 35 0
Rating based modeling of credit risk : theory and application of migration matrices 233 186 0
Credit portfolio risk and probability of default confidence sets through the business cycle 49 47 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 37 22 0
Quantifying risk in the electricity business : a RAROC-based approach 67 66 0
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Rachev, Svetlozar T

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