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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). 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). 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). Research article (journal)