Concepedia

Matthias Scherer

MS

33

Publications

810

Citations

16

H-Index

2005

Active since

Affiliations

Technical University of Munich(Current)

Helmholtz-Institute Ulm

University of Milan

Universität Ulm

Matthias Scherer is an author at Technical University of Munich specializing in statistics, engineering, and business.

Top concepts

BusinessStatisticsEngineeringFinanceCopulasEconomicsProbabilityAsset PricingMultivariate AnalysisManagement

Publications per year

2005–2023

33

Publications

33

CDO pricing with nested Archimedean copulas

Marius Hofert, Matthias Scherer · Quantitative Finance · 2010 · 111 citations

Mathematical Programming, Empirical Finance, Engineering +19

Lévy-frailty copulas

Jan-Frederik Mai, Matthias Scherer · Journal of Multivariate Analysis · 2009 · 70 citations

Constructing hierarchical Archimedean copulas with Lévy subordinators

Christian Hering, Marius Hofert, Jan-Frederik Mai et al. · Journal of Multivariate Analysis · 2009 · 68 citations

Mathematical Programming, Engineering, Hierarchical Archimedean Copulas +5

Reparameterizing Marshall–Olkin copulas with applications to sampling

Jan-Frederik Mai, Matthias Scherer · Journal of Statistical Computation and Simulation · 2009 · 45 citations

Stochastic Simulation, Marshall–olkin Copulas, Density Estimation +15

A comprehensive model for cyber risk based on marked point processes and its application to insurance

Gabriela Zeller, Matthias Scherer · European Actuarial Journal · 2021 · 35 citations · Full text

Rows per page

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