Steffen Schenk

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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
A multivariate default model with spread and event risk
Applied Mathematical Finance
2018-09-11Paper
A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
Springer Proceedings in Mathematics & Statistics
2017-07-05Paper
Two novel characterizations of self-decomposability on the half-line
Journal of Theoretical Probability
2017-04-12Paper
Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach
Statistics & Risk Modeling
2016-06-09Paper
Exchangeable exogenous shock models
Bernoulli
2016-04-01Paper
Exchangeable exogenous shock models
Bernoulli
2016-04-01Paper


Research outcomes over time


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