The following pages link to Matthias Scherer (Q265305):
Displaying 50 items.
- Exchangeable exogenous shock models (Q265306) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- A note on first-passage times of continuously time-changed Brownian motion (Q654495) (← links)
- Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio (Q727655) (← links)
- Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions (Q730891) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Bivariate extreme-value copulas with discrete Pickands dependence measure (Q906612) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Lévy-frailty copulas (Q1021855) (← links)
- My introduction to copulas. An interview with Roger Nelsen (Q1616351) (← links)
- A multivariate claim count model for applications in insurance (Q1650061) (← links)
- The vine philosopher (Q1696999) (← links)
- Emil J. Gumbel's last course on the ``Statistical theory of extreme values'': a conversation with Tuncel M. Yegulalp (Q1744178) (← links)
- Membership testing for Bernoulli and tail-dependence matrices (Q1795588) (← links)
- The number of nonisomorphic two-dimensional algebras over a finite field (Q1885235) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws (Q1941459) (← links)
- Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li (Q1994042) (← links)
- A probabilistic view on semilinear copulas (Q1999166) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- A comprehensive model for cyber risk based on marked point processes and its application to insurance (Q2157210) (← links)
- On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees (Q2356233) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law (Q2805806) (← links)
- EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS (Q2836220) (← links)
- Double-barrier first-passage times of jump-diffusion processes (Q2844294) (← links)
- CIID Frailty Models and Implied Copulas (Q2849532) (← links)
- What makes dependence modeling challenging? Pitfalls and ways to circumvent them (Q2871285) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Simulating Copulas (Q3224015) (← links)
- (Q3581638) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
