Jörn Dunkel

Reliable Quantification and Efficient Estimation of Credit Risk

S. Weber, Jörn Dunkel, 2013 .

Importance Sampling Methods for Estimating Convex Risk Measures in Portfolio Credit Risk Models

Jörn Dunkel, 2007 .

Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models

Jörn Dunkel, Stefan Weber, S. Weber, 2007, 2007 Winter Simulation Conference.

Stochastic Root Finding and Efficient Estimation of Convex Risk Measures

Jörn Dunkel, Stefan Weber, S. Weber, 2010, Oper. Res..