Matthias Scherer

Dikutip oleh

	Semua	Sejak 2020
Kutipan	1906	703
indeks-h	22	12
indeks-i10	50	19

160

120

2008200920102011201220132014201520162017201820192020202120222023202420256 11 52 63 69 134 142 156 124 155 131 121 133 132 122 158 146 11

Akses publik

Lihat semua

1 artikel

0 artikel

tersedia

tidak tersedia

Berdasarkan pada mandat pendanaan

Pengarang bersama

Rudi ZagstEmail yang diverifikasi di tum-think-tank.de
Marius HofertThe University of Hong KongEmail yang diverifikasi di hku.hk
Fabrizio DuranteDipartimento di Matematica e Fisica "Ennio De Giorgi", Università del SalentoEmail yang diverifikasi di unisalento.it
Peter HieberUniversité de Lausanne, HEC LausanneEmail yang diverifikasi di unil.ch
Giovanni PuccettiUniversity of Milan, ItalyEmail yang diverifikasi di unimi.it
Rüdiger KieselProfessor, University Duisburg-Essen, House of Energy Markets and FinanceEmail yang diverifikasi di uni-due.de
Steven VanduffelProfessor, Vrije Universiteit BrusselEmail yang diverifikasi di vub.be
Damiano BrigoProfessor of Mathematics, Imperial College LondonEmail yang diverifikasi di imperial.ac.uk
Christian GenestMcGill University (Montréal, Canada)Email yang diverifikasi di math.mcgill.ca
Aleksey MinTechnical University of MunichEmail yang diverifikasi di tum.de
Ralf KornProfessor für Mathematik, TU KaiserslauternEmail yang diverifikasi di mathematik.uni-kl.de
Henrik SlootTechnical University of MunichEmail yang diverifikasi di tum.de
Johannes RufLondon School of EconomicsEmail yang diverifikasi di lse.ac.uk
Ralf WernerProfessor für Wirtschaftsmathematik, Universität AugsburgEmail yang diverifikasi di math.uni-augsburg.de
Lorenz SchneiderEM Lyon Business SchoolEmail yang diverifikasi di em-lyon.com
Thorsten SchmidtProfessur für Finanzmathematik, TU ChemnitzEmail yang diverifikasi di mathematik.tu-chemnitz.de
Luis SecoProfessor of Mathematics, University of TorontoEmail yang diverifikasi di math.utoronto.ca
Jonas SchwinnKUKA GermanyEmail yang diverifikasi di kuka.com
Daniël LindersKU Leuven, BelgiumEmail yang diverifikasi di kuleuven.be
Benedikt Gräler52°North Initiative for Geospatial Open Source Software GmbHEmail yang diverifikasi di 52north.org

Ikuti

Matthias Scherer

Technische Universität München

Email yang diverifikasi di tum.de - Beranda


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Simulating copulas: stochastic models, sampling algorithms, and applications JF Mai, M Scherer # N/A, 2017	335*	2017
CDO pricing with nested Archimedean copulas M Hofert, M Scherer Quantitative Finance 11 (5), 775-787, 2011	166	2011
Lévy-frailty copulas JF Mai, M Scherer Journal of Multivariate Analysis 100 (7), 1567-1585, 2009	102	2009
Constructing hierarchical Archimedean copulas with Lévy subordinators C Hering, M Hofert, JF Mai, M Scherer Journal of Multivariate Analysis 101 (6), 1428-1433, 2010	82	2010
Reparameterizing Marshall–Olkin copulas with applications to sampling JF Mai, M Scherer Journal of Statistical Computation and Simulation 81 (1), 59-78, 2011	68	2011
Financial Engineering with Copulas Explained JF Mai, M Scherer Palgrave Macmillan, 2014	62	2014
A comprehensive model for cyber risk based on marked point processes and its application to insurance G Zeller, M Scherer European Actuarial Journal, 1-53, 2021	49	2021
H-extendible copulas JF Mai, M Scherer Journal of Multivariate Analysis 110, 151-160, 2012	41	2012
Capturing parameter risk with convex risk measures KF Bannör, M Scherer European Actuarial Journal 3 (1), 97-132, 2013	39	2013
A tractable multivariate default model based on a stochastic time-change JF Mai, M Scherer International Journal of Theoretical and Applied Finance 12 (02), 227-249, 2009	39	2009
A note on first-passage times of continuously time-changed Brownian motion P Hieber, M Scherer Statistics & Probability Letters 82 (1), 165-172, 2012	37	2012
Exchangeable exogenous shock models JF Mai, S Schenk, M Scherer Bernoulli 22 (2), 1278-1299, 2016	33	2016
Multivariate hierarchical copulas with shocks F Durante, M Hofert, M Scherer Methodology and Computing in Applied Probability 12 (4), 681-694, 2010	33	2010
Motivation and Model DA Selch, M Scherer A Multivariate Claim Count Model for Applications in Insurance, 1-12, 2018	30*	2018
Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm J Ruf, M Scherer Journal of Computational Finance 14 (3), 127, 2011	27	2011
Efficiently pricing barrier options in a Markov-switching framework P Hieber, M Scherer Journal of computational and applied mathematics 235 (3), 679-685, 2010	27	2010
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees P Hieber, R Korn, M Scherer European Actuarial Journal 5 (1), 11-28, 2015	26	2015
CIID frailty models and implied copulas JF Mai, M Scherer, R Zagst Copulae in Mathematical and Quantitative Finance: Proceedings of the …, 2013	25	2013
Dynamic credit portfolio modelling in structural models with jumps R Kiesel, M Scherer Preprint, Universität Ulm, 2007	25	2007
Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications G Bernhart, ME Anel, JF Mai, M Scherer Metrika 76 (2), 179-203, 2013	24	2013

Sistem tidak dapat melakukan operasi ini. Coba lagi nanti.

Artikel 1–20

Kutipan per tahun

Kutipan duplikat

Kutipan yang digabung

Tambahkan pengarang bersamaPengarang bersama

Ikuti

Dikutip oleh

Pengarang bersama