Concepedia

Marius Pfeuffer

MP

Statistics

Publications

4

Citations

56

H-Index

4

Active since

2017

Affiliations

Friedrich-Alexander-Universität Erlangen-Nürnberg(Current)

Marius Pfeuffer is an author at Friedrich-Alexander-Universität Erlangen-Nürnberg specializing in statistics, statistical inference, and engineering.

Top concepts

Publications per year

2017–2020

4

Publications

4

A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations

Matthias Fischer, Thorsten Moser, Marius Pfeuffer · Risks · 2018 · 17 citations · Full text

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ctmcd: An R Package for Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data

Marius Pfeuffer · The R Journal · 2017 · 15 citations · Full text

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An extended likelihood framework for modelling discretely observed credit rating transitions

Marius Pfeuffer, Linda Möstel, Matthias Fischer · Quantitative Finance · 2018 · 13 citations

Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations

Gonçalo dos Reis, Marius Pfeuffer, Greig Smith · Quantitative Finance · 2020 · 11 citations · Full text

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