Matthias Degen
From MaRDI portal
Person:659263
Available identifiers
zbMath Open degen.matthiasMaRDI QIDQ659263
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Risk concentration and diversification: second-order properties | 2012-02-10 | Paper |
| Scaling of High-Quantile Estimators | 2012-01-04 | Paper |
| The Quantitative Modeling of Operational Risk: Between G-and-H and EVT | 2009-01-28 | Paper |
| EVT-based estimation of risk capital and convergence of high quantiles | 2008-11-13 | 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: Matthias Degen
