List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Small-time ruin for a financial process modulated by a Harris recurrent Markov chain Finance and Stochastics | 2009-02-28 | Paper |
| Extreme VaR scenarios in higher dimensions Extremes | 2007-12-16 | Paper |
| Worst VaR scenarios Insurance Mathematics & Economics | 2005-09-29 | Paper |
| Using copulae to bound the value-at-risk for functions of dependent risks Finance and Stochastics | 2004-03-16 | Paper |
Research outcomes over time
This page was built for person: Andrea Höing
