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Stochastic LGD and EAD in a Structural Model of Portfolio Credit Risk Kaposty Florian, Löderbusch Matthias, Maciag Jakob (2017) In: Journal of Credit Risk, 13(1) Type of Publication: Research article (journal)
Comparing risk measures when aggregating market risk and credit risk using different copulas Maciag J., Hesse F., Boeve R., Pfingsten A. (2016) In: Journal of Risk, 18(5) Type of Publication: Research article (journal)
Empirische Fakten zur Branchenstruktur der Kreditportfolios von Kreditgenossenschaften und ihrer zeitlichen Entwicklung Jahn Nadya, Maciag Jakob, Pfingsten Andreas (2015) In: Zeitschrift für das gesamte Genossenschaftswesen, 65(2) Type of Publication: Research article (journal)