Georg Mainik

Available identifiers

Publication	Date of Publication	Type
On estimating extremal dependence structures by parametric spectral measures	2019-03-13	Paper
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions	2015-10-21	Paper
Copula based hierarchical risk aggregation through sample reordering	2014-04-10	Paper
On dependence consistency of CoVaRand some other systemic risk measures	2014-03-17	Paper
Estimating asymptotic dependence functionals in multivariate regularly varying models	2013-03-21	Paper
Ordering of multivariate risk models with respect to extreme portfolio losses	2012-03-29	Paper
On optimal portfolio diversification with respect to extreme risks	2011-11-27	Paper
Ordering of multivariate probability distributions with respect to extreme portfolio losses	2010-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3564982	2010-05-27	Paper

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