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researcher

Dirk Tasche

37 papers hereh-index 234.5k citations74 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author28
  • first author2
  • last author7

Across the 37 of 37 papers where every author was matched, so the position is known.

fields
  • q-fin.RM10
  • stat.ML10
  • cond-mat4
  • cond-mat.other4
  • cond-mat.stat-mech3
  • math.PR2
same name
  • Dirk Tasche — 3 papers, h 2
  • Dirk Tasche — 1 paper
  • Dirk Tasche — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20012023
most citedCalculating credit risk capital charges with the one-factor model

78 citations · 341 across the 31 of their papers we have counts for

collaborators
Showing 2009Show all

1 paper · 1 filter

q-fin.RM2009★ 15 cited

Estimating discriminatory power and PD curves when the number of defaults is small

Dirk Tasche

The intention with this paper is to provide all the estimation concepts and techniques that are needed to implement a two-phases approach to the parametric estimation of probabilit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.