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

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Jan-Frederik Mai, Aleksandra Blagoeva, Matthias Scherer
A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall–Olkin dependence
Frontiers of Mathematical Finance
2023

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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

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

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Zeller, G., Scherer. M.
Is accumulation risk in cyber systematically underestimated?
Working Paper
2022

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

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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

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

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

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