M. Kalkbrener

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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!

PublicationDate of PublicationType
scientific article; zbMATH DE number 7374776 (Why is no real title available?)2021-07-26Paper
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Journal of Applied Probability
2016-04-29Paper
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Journal of Applied Probability
2016-04-29Paper
CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS
Mathematical Finance
2015-04-24Paper
Solving systems of algebraic equations by using Gröbner bases
Lecture Notes in Computer Science
2011-04-16Paper
An axiomatic characterization of capital allocations of coherent risk measures
Quantitative Finance
2010-02-05Paper
AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
Mathematical Finance
2005-09-28Paper
On the complexity of Gröbner bases conversion
Journal of Symbolic Computation
1999-11-25Paper
Algorithmic properties of polynomial rings
Journal of Symbolic Computation
1999-09-13Paper
scientific article; zbMATH DE number 1263316 (Why is no real title available?)1999-03-16Paper
scientific article; zbMATH DE number 1244209 (Why is no real title available?)1999-01-24Paper
Converting bases with the Gröbner walk
Journal of Symbolic Computation
1997-11-24Paper
On the stability of Gröbner bases under specializations
Journal of Symbolic Computation
1997-01-01Paper
A generalized Euclidean algorithm for geometry theorem proving
Annals of Mathematics and Artificial Intelligence
1996-11-24Paper
Initial complexes of prime ideals
Advances in Mathematics
1996-05-29Paper
Prime decompositions of radicals in polynomial rings
Journal of Symbolic Computation
1996-02-06Paper
scientific article; zbMATH DE number 778196 (Why is no real title available?)1995-08-28Paper
Low degree solutions to linear equations with \(K[x\) coefficients]
Journal of Symbolic Computation
1995-02-26Paper
Primitive polynomial remainder sequences in elimination theory
Applicable Algebra in Engineering, Communication and Computing
1995-01-31Paper
A generalized Euclidean algorithm for computing triangular representations of algebraic varieties
Journal of Symbolic Computation
1993-08-25Paper
scientific article; zbMATH DE number 204997 (Why is no real title available?)1993-06-17Paper
scientific article; zbMATH DE number 17843 (Why is no real title available?)1992-06-26Paper
scientific article; zbMATH DE number 24073 (Why is no real title available?)1992-06-26Paper
A Markov approach to credit rating migration conditional on economic states
(available as arXiv preprint)
N/APaper


Research outcomes over time


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