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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersFernandez, L.

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Fernández, L.; Scherer; M.
Emil J. Gumbel's last course on the "Statistical theory of extreme values'': a conversation with Tuncel M. Yegulalp
Extremes
2018
21
1
Mar
97-113

Fernández, L.; Scherer, M.
Emil J. Gumbel - Ein Statistiker der Extreme
RISIKO MANAGER
2016
05/2016
May
33-39

Fernández, L.; Scherer, M.
Simulating Lévy-frailty copulas built from alpha-stable Lévy-subordinators
Working Paper
2017

Bernhart, B.; Fernández, L.; Mai, J.-F.; Schenk, S.; Scherer M.
A survey of dynamic representations and generalizations of the Marshall–Olkin distribution
Proceedings in Mathematics & Statistics
2015
1-13

Fernández, L.; Mai, J.-F.; Scherer M.
The mean of Marshall-Olkin dependent exponential random variables
Proceedings in Mathematics & Statistics
2015
33-50

Fernández, L.; Hieber, P.; Scherer, M.
Double-barrier first-passage times of jump-diffusion processes
Monte Carlo Methods and Applications
2013
19
2
107-141

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