Puccetti, G.; Scherer, M
Copulas, credit portfolios, and the broken heart syndrome
Dependence Modeling
2018

Bienek, T.; Scherer, M.
Hedging and Valuation of Contingent Guarantees
Working Paper
2018

Wahl, M.; Schlick, O.; Zagst, R.
To see or not to see - Können finanzmathematische Modelle in die Zukunft sehen?
BAI Newsletter
2018
2
17-23

Brummer, L.; Wahl, M.; Zagst, R.
Liability Driven Investments with a Link to Behavioral Finance
275 - 311
Innovations in Insurance, Risk- and Asset Management
In: Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R. (Eds.)
World Scientific
2018

Hieber, P.
Pricing exotic options in a regime switching economy: A Fourier transform method
Review of Derivatives Research
2018
Vol. 21
231-252

Hüttner, A.; Mai, J-F.;
Sharp analytical lower bounds for the price of a convertible bond
The Journal of Derivatives
2018
26
2
7-18

Hüttner, A.; Mai, J-F.;
Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
Journal of Statistical Computation and Simulation
2018

Hüttner, A.; Mai, J-F.; Mineo, S.
Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
Dependence Modeling
2018

Scherer, M.; Selch, D.
A Multivariate Claim Count Model for Applications in Insurance
Springer International Publishing
2018
158

Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R.;
Innovations in Insurance, Risk- and Asset Management
World Scientific
2018
448