Daniel Rösch

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 6

Top Topics

Asset Management

Financial Markets

Top Venues

Eur. J. Oper. Res.

GI-Jahrestagung

J. Oper. Res. Soc.

Publications

Matthias Nagl, Maximilian Nagl, Daniel Rösch
Quantifying uncertainty of machine learning methods for loss given default. Frontiers Appl. Math. Stat. 8 (2022)
Daniel Rösch, Thomas Schuster, Lukas Waidelich, Sascha Alpers, Wasilij Beskorovajnov, Roland Gröll, Hoa Tran
Muster zur praxisorientierten Umsetzung und konformen Nutzung der DSGVO. GI-Jahrestagung (2019)
Daniel Rösch, Thomas Schuster, Lukas Waidelich, Sascha Alpers
Privacy Control Patterns for Compliant Application of GDPR. AMCIS (2019)
Jennifer Betz, Ralf Kellner, Daniel Rösch
Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. Eur. J. Oper. Res. 271 (3) (2018)
Hung Xuan Do, Daniel Rösch, Harald Scheule
Predicting loss severities for residential mortgage loans: A three-step selection approach. Eur. J. Oper. Res. 270 (1) (2018)
Yongwoong Lee, Daniel Rösch, Harald Scheule
Accuracy of mortgage portfolio risk forecasts during financial crises. Eur. J. Oper. Res. 249 (2) (2016)
Daniel Rösch, Harald Scheule
Forecasting probabilities of default and loss rates given default in the presence of selection. J. Oper. Res. Soc. 65 (3) (2014)
Kristina Lützenkirchen, Daniel Rösch, Harald Scheule
Asset portfolio securitizations and cyclicality of regulatory capital. Eur. J. Oper. Res. 237 (1) (2014)
Marcus Wolter, Daniel Rösch
Cure events in default prediction. Eur. J. Oper. Res. 238 (3) (2014)