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