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

Zeller G. and Scherer M..Risk mitigation services in cyber insurance: Optimal contract design and price structure.Working Paper.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

Jan-Frederik Mai, Aleksandra Blagoeva, Matthias Scherer.A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall–Olkin dependence.2021

Scherer, M.; Stahl, G..The Standard Formula of Solvency II: A critical discussion.European Actuarial Journal.2021.11.3-20

Engel, Janina; Pagano, Andrea; Scherer, Matthias .A block-structured model for banking networks across multiple countries.Journal of Network Theory in Finance.2021

Min, A.; Scherer, M.; Schischke, A.; Zagst, R. .Modeling Recovery Rates of Small- and Medium-Sized Entities in the US.Mathematics.2020.8.11

Mai, Jan-Frederik; Scherer, Matthias.On the structure of exchangeable extreme-value copulas.Journal of Multivariate Analysis.2020

Sloot, H.; Scherer, M..A probabilistic view on semilinear copulas.Information Sciences.2020.512.258-276