Klaus Herrmann
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Person:2137804
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 |
|---|---|---|
| Index-mixed copulas | 2023-06-18 | Paper |
| Smooth bootstrapping of copula functionals Electronic Journal of Statistics | 2022-05-11 | Paper |
| Smooth bootstrapping of copula functionals Electronic Journal of Statistics | 2022-05-11 | Paper |
| MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK ASTIN Bulletin | 2020-02-03 | Paper |
| Optimal expected-shortfall portfolio selection with copula-induced dependence Applied Mathematical Finance | 2018-12-03 | Paper |
| Multivariate geometric expectiles Scandinavian Actuarial Journal | 2018-08-31 | Paper |
| Hunting for black swans in the European banking sector using extreme value analysis Springer Proceedings in Mathematics & Statistics | 2017-07-31 | Paper |
| On the distribution of sums of random variables with copula-induced dependence Insurance Mathematics & Economics | 2015-02-03 | Paper |
| Limiting Behavior of Maxima under Dependence (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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