Krause, D.; Scherer, M.
Bernoulli and tail-dependence matrices: A simple numerical test
Working Paper
2015

Durante, F.; Puccetti, G.; Scherer, M.
A Journey from Statistics and Probability to Risk Theory
Dependence Modeling
2015
3
182-195

Durante, F.; Puccetti, G.; Scherer, M.
Die Copulae fanden mich ...
RISIKO MANAGER
2015
17
23-28

Durante, F.; Puccetti, G.; Scherer, M.
Building bridges between Mathematics, Insurance and Finance
Dependence Modeling
2015
3
17-28

Bernhart, G.; Mai, J.-F.; Scherer, M.
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Dependence Modeling
2015
3
29–46

Fernández, L.; Mai, J.-F.; Scherer, M.
The Mean of Marshall–Olkin-Dependent Exponential Random Variables
Marshall-Olkin Distributions, Theory and Practice
Springer International Publishing Switzerland
2015

Escobar, M.; Neykova, D.; Zagst, R.
Optimal Investment in Multidimensional Markov-modulated Affine Models: Theory and Examples
Annals of Finance
2015
11
3
503-530

Bernhart, German
Advances in financial engineering: Bondesson densities, the construction of MSMVE distributions, and the modeling of discrete cash dividends
2015
Dissertation
171 p.

Krayzler, Mikhail
Analytical pricing of Variable Annuities
2015
Dissertation
182 p.

Bernhart, G.; Mai, J.-F.; Schenk, S.; Scherer, M.
Factor copulas constructed from stochastic processes
Oberwolfach Reports
2015
20
47-49