Concepedia

Matthias Degen

MD

Statistics

Publications

8

Citations

376

H-Index

8

Active since

2007

Affiliations

ETH Zurich(Current)

Matthias Degen is an author at ETH Zurich specializing in financial risk, finance, and financial economics.

ORCID

Publications per year

2007–2024

8

Publications

8

The Quantitative Modeling of Operational Risk: Between G-and-H and EVT

Matthias Degen, Paul Embrechts, Dominik D. Lambrigger · Astin Bulletin · 2007 · 129 citations · Full text

, , +13

The Quantitative Modeling of Operational Risk: Between G-and-H and EVT

Matthias Degen, Paul Embrechts, Dominik D. Lambrigger · Astin Bulletin · 2007 · 74 citations · Full text

, , +13

Risk concentration and diversification: Second-order properties

Matthias Degen, Dominik D. Lambrigger, Johan Segers · Insurance Mathematics and Economics · 2010 · 52 citations

, , +14

EVT-based estimation of risk capital and convergence of high quantiles

Matthias Degen, Paul Embrechts · Advances in Applied Probability · 2008 · 33 citations

, , +16

Quality Journalism in Social Media – What We Know and Where We Need to Dig Deeper

Matthias Degen, Max Olgemöller, Christian Zabel · Journalism Studies · 2024 · 32 citations · Full text

, , +12

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