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

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

Zeller, G.; Scherer, M.
A comprehensive model for cyber risk based on marked point processes and its application to insurance
European Actuarial Journal
2021

Scherer, M.; Stahl, G.
The Standard Formula of Solvency II: A critical discussion
European Actuarial Journal
2021
11
3-20