Durante, F., Puccetti, G., Scherer, M., Vanduffel, S.
Distribuzioni con marginali assegnate: Gli Inizi - Un'intervista con Giorgio Dall'Aglio
Lettera Matematica
2017

Durante, F., Puccetti, G., Scherer, M., Vanduffel, S.
The Vine Philosopher - An interview with Roger Cooke
Dependence Modeling
2017

Fernández, L., Scherer, M.
Emil J. Gumbel’s last course on the “Statistical theory of extreme values”: a conversation with Tuncel M. Yegulalp
Extremes
2017
21
1
97-113

Hieber, P.
Cliquet-style return guarantees in a regime switching Lévy model
Insurance Mathematics and Economics
2017
Vol. 72
138-147

Jaser, M.; Haug, S.; Min, A.
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling
2017
5
330–353

Brummer, L.; Wahl, M.; Zagst, R.
Liability Driven Investments with a Link to Behavioral Finance
Innovations in Risk
2017

Mai, J.-F.; Scherer, M.
Simulating Copulas
World Scientific
2017
356

Schulz, Thorsten
Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR
2017
Dissertation
161 p.

Durante, F.; Puccetti, G.; Scherer, M.; Vanduffel, S.
My introduction to copulas - An interview with Roger Nelsen
Dependence Modeling
2017
5
88-98

Ivanov, E.; Min, A.; Ramsauer, F.
Copula-Based Factor Models for Multivariate Asset Returns
Econometrics
2017