Oliver Pfaffel

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
Discussion on: ``Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach European Actuarial Journal	2019-09-03	Paper
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series Stochastic Processes and their Applications	2016-02-15	Paper
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails Stochastic Processes and their Applications	2014-02-06	Paper
Eigenvalue distribution of large sample covariance matrices of linear processes	2013-04-16	Paper
Eigenvalue distribution of large sample covariance matrices of linear processes (available as arXiv preprint)	2013-04-16	Paper
Option pricing in multivariate stochastic volatility models of OU type SIAM Journal on Financial Mathematics	2013-01-25	Paper
On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns	2012-11-30	Paper
Eigenvalues of sample covariance matrices of non-linear processes with infinite variance	2012-11-26	Paper
Limiting spectral distribution of a new random matrix model with dependence across rows and columns Linear Algebra and its Applications	2012-05-14	Paper
Wishart Processes	2012-01-16	Paper
On strong solutions for positive definite jump diffusions Stochastic Processes and their Applications	2011-08-04	Paper

Research outcomes over time

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