Chair of Quantitative Methods, especially Statistics
Organisational unit: Chair
Organisation profile
Former Chair holder: Prof. Dr. rer. pol. habil. Stefan Huschens
Former unit
Active until. 31 Aug 2017.
Related content and researchers (public profile)
- Research output
- Journals
Consensus Information and Consensus Rating
Lehmann, C. & Tillich, D., 2016, p. 357-362. 6 p.Research output: Contribution to conferences › Paper › Contributed › peer-review
Consensus information and consensus rating: a simulation study on rating aggregation
Lehmann, C. & Tillich, D., 2016, In: Journal of Risk Model Validation. 10, 4, p. 1-21 21 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Estimation of rating classes and default probabilities in credit risk models with dependencies
Tillich, D. & Ferger, D., 1 Nov 2015, In: Applied stochastic models in business and industry. 31, 6, p. 762-781 20 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Country Default Probabilities: Assessing and Backtesting
Karmann, A., Huschens, S., Maltritz, D. & Vogl, K., 2006, 21 p. (Dresden discussion paper series in economics; No. 12/06). (Dresdner Beiträge zu Quantitativen Verfahren, Vol. 46/06).Research output: Preprint/Documentation/Report › Working paper
Bank und Markt : Zeitschrift für Retailbanking
ISSNs: 1433-5204
Additional searchable ISSN (electronic): 0933-3770
GBI-Genios Deutsche Wirtschaftsdatenbank GmbH, Germany
Journal
Applied stochastic models in business and industry
ISSNs: 1524-1904
Additional searchable ISSN (electronic): 1526-4025
Wiley, Chichester
Scopus rating (2023): CiteScore 2.7 SJR 0.452 SNIP 0.81
Journal
Journal of Risk Model Validation
ISSNs: 1753-9579
Additional searchable ISSN (electronic): 1753-9587
Infopro digital, United Kingdom
Scopus rating (2023): CiteScore 1.2 SJR 0.223 SNIP 0.53
Journal
Review of Managerial Science
ISSNs: 1863-6683
Additional searchable ISSN (electronic): 1863-6691
Springer Verlag
Scopus rating (2023): CiteScore 11.3 SJR 1.866 SNIP 2.302
Journal