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Krause, D.; Scherer, M.
Bernoulli and tail-dependence matrices: A simple numerical test
Working Paper
2015
Durante, F.; Puccetti, G.; Scherer, M.
A Journey from Statistics and Probability to Risk Theory
Dependence Modeling
2015
3
182-195
Die Copulae fanden mich ...
RISIKO MANAGER
2015
17
23-28
Escobar, M.; Panz, S.; Zagst, R.
Pricing multiple barrier derivatives under stochastic volatility
Working Paper
2015
Durante, F.; Puccetti, G.; Scherer, M.
Building bridges between Mathematics, Insurance and Finance
Dependence Modeling
2015
3
17-28
Bernhart, G.; Mai, J.-F.; Scherer, M.
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Dependence Modeling
2015
3
29–46
Fernández, L.; Mai, J.-F.; Scherer, M.
The Mean of Marshall–Olkin-Dependent Exponential Random Variables
Marshall-Olkin Distributions, Theory and Practice
Springer International Publishing Switzerland
2015
Escobar, M.; Neykova, D.; Zagst, R.
Optimal Investment in Multidimensional Markov-modulated Affine Models: Theory and Examples
Annals of Finance
2015
11
3
503-530
Bernhart, German
Advances in financial engineering: Bondesson densities, the construction of MSMVE distributions, and the modeling of discrete cash dividends
2015
Dissertation
171 p.
Krayzler, Mikhail
Analytical pricing of Variable Annuities
2015
Dissertation
182 p.
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