Concepedia

Philipp Arbenz

PA

Statistics

Publications

5

Citations

160

H-Index

5

Active since

2011

Affiliations

ETH Zurich(Current)

University of Florence

Philipp Arbenz is an author at ETH Zurich specializing in probability distributions, probability theory, and copula estimation.

Publications per year

2011–2012

5

Publications

5

Copula based hierarchical risk aggregation through sample reordering

Philipp Arbenz, Christoph Hummel, Georg Mainik · Insurance Mathematics and Economics · 2012 · 58 citations

Business, Biostatistics, Data Science +14

The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables

Philipp Arbenz, Paul Embrechts, Giovanni Puccetti · Bernoulli · 2011 · 34 citations · Full text

Natural Sciences, Computer Science, Mathematics +15

Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments

Philipp Arbenz · Methodology And Computing In Applied Probability · 2011 · 32 citations · Full text

Natural Sciences, Operations Management, Risk Management +14

Estimating Copulas for Insurance from Scarce Observations, Expert Opinion and Prior Information: A Bayesian Approach

Philipp Arbenz, Davide Canestraro · reroDoc Digital Library · 2012 · 19 citations · Full text

Business, Insurance, Risk Management +17

The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables

Philipp Arbenz, Paul Embrechts, Giovanni Puccetti · Stochastics · 2011 · 17 citations

Natural Sciences, Computer Science, Mathematics +13

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