Philipp Arbenz

Available identifiers

zbMath Open arbenz.philippMaRDI QIDQ303728

List of research outcomes

Publication	Date of Publication	Type
Piecewise linear approximation of empirical distributions under a Wasserstein distance constraint	2020-04-23	Paper
Importance Sampling and Stratification for Copula Models	2019-01-22	Paper
Risk measure preserving piecewise linear approximation of empirical distributions	2016-08-22	Paper
Copula based hierarchical risk aggregation through sample reordering	2014-04-10	Paper
Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach	2013-12-12	Paper
Bayesian copulae distributions, with application to operational risk management -- some comments	2013-04-08	Paper
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables	2012-12-13	Paper
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables	2012-09-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Philipp Arbenz