Markus Johannes Maier, Matthias Scherer
Optimal basis risk weighting in expectile-based parametric insurance
2026

Maier M., Scherer M.
Expectiles as basis risk-optimal payment schemes in parametric insurance
European Actuarial Journal
2026

Siggelkow C., Scherer M.
Enhancing small and medium-sized enterprise factoring: a Stackelberg game-based hybrid pricing model
Journal of Credit Risk
2025

De Witte D., Mai J. and Scherer M.
Portfolio optimization in a multivariate jump-diffusion model
2025

De Vecchi, C. and Scherer, M.
Pricing Insurance Contracts with an Existing Portfolio as Background Risk
Insurance: Mathematics and Economics
2025

De Vecchi C. and Scherer M.
On Expectiles and Almost Stochastic Dominance.
Insurance: Mathematics and Economics, 2025
2025
Volume 126
January 2026

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

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