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Min, A.; Scherer, M.; Schischke, A.; Zagst, R.
Modeling recovery rates for small- and medium-sized entities in the US
2020
Zeller, G.; Scherer, M.
A comprehensive model for cyber risk based on marked point processes and its application to insurance
2020
Scherer, M.; Stahl, G.
The Standard Formula of Solvency II: A critical discussion
2020
Sloot, H.
The deFinetti representation of generalised Marshall–Olkin sequences
Dependence Modeling
2020
8
107-118
Jaser, M.; Min, A.
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020
Wahl, M.; Schlick, O. & Zagst, R.
Wenn die nächste Krise droht - Können finanzmathematische Modelle in die Zukunft sehen?
Versicherungswirtschaft
2019
74
11
78-81
Defend, M.; Min, A.; Portelli, L.; Ramsauer, F.; Sandrini, F. & Zagst, R.
Estimation of Approximate Dynamic Factor Models for Incomplete Data
Working Paper, submitted for publication
2019
Escobar, M.; Panz, S.; Zagst, R.
Pricing multiple barrier derivatives under stochastic volatility
Journal of Computational Finance
2020
Escobar, M.; Wahl, M.; Zagst, R.
Portfolio Optimization with Wealth-Dependent Risk Constraints
2019
Mai, Jan-Frederik; Scherer, Matthias
On the structure of exchangeable extreme-value copulas
Working Paper
2019
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