De Vecchi C. and Scherer M.
On Expectiles and Almost Stochastic Dominance
Working Paper
2024

Euthum, M., Scherer M. and Ungolo F.
A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
European Actuarial Journal
2024

Zeller, G. and Scherer. M.
Is accumulation risk in cyber methodically underestimated?
European Actuarial Journal
2024

De Vecchi, C. and Scherer, M.
Pricing Insurance Contracts with an Existing Portfolio as Background Risk
Working Paper
2023

Engel J., Ohlwerter D. and Scherer M.
On the estimation of distributional household wealth – Solving under-reporting via optimization problems
European Central Bank Working Paper Series
2023
2865

Mai J. F., Blagoeva A., and Scherer M.
A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall–Olkin dependence
Frontiers of Mathematical Finance
2023

Zeller G. and Scherer M.
Risk mitigation services in cyber insurance: Optimal contract design and price structure
The Geneva Papers on Risk and Insurance—Issues and Practice
2023

Genest, C. and Scherer, M
When copulas and smoothing met: An interview with Irène Gijbels
Dependence Modeling
2023

Brück F., Mai J. and Scherer M.
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
Extremes
2022

Laeven R.J.A.; Milevsky M.A.; Scherer M.; Zagst R.; Zhou X.Y.
Editorial to the special issue on Behavioral Insurance: Mathematics and Economics
Insurance: Mathematics and Economics
2021
101
1-5