Eike Brechmann - Concepedia

Concepedia

Author

Eike Brechmann

Technical University of Munich

Also Known As

Brechmann, Eike, Brechmann, Eike C., E. C. Brechmann, E.C. Brechmann, Eike Brechmann, Eike C. Brechmann, Eike Christain Brechmann, Eike Christian Brechmann

18

Publications

1.5K

Citations

10

H-Index

44

Concepts

All Affiliations

Technical University of Munich University of British Columbia

EB

About

Eike Brechmann is an author at Technical University of Munich specializing in statistics, engineering, and copulas.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	7	7	1.2K
2	Business	5	5	1.2K
3	Management	1	1	163
4	Public Health	1	1	28
5	Accounting	1	1	54

Eike Brechmann

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10

Publications

1.5K

Citations

10

H-Index

	Year	Citations
Selecting and estimating regular vine copulae and application to financial returns Eike Brechmann, Claudia Czado, Dorota Kurowicka Computational Statistics & Data Analysis Econometric ModelEconomicsEngineeringFinancial DataRegular Vine Copulae	2012	689
Truncated regular vines in high dimensions with application to financial data Eike Brechmann, Claudia Czado, Kjersti Aas Canadian Journal of Statistics EngineeringFinancial DataRegular Vine CopulaBayesian EconometricsCanonical Vine Copula	2012	267
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 Eike Brechmann, Claudia Czado Statistics & Risk Modeling Regular Vine CopulaAsset AllocationRisk AnalysisFinancial RiskFinancial Mathematics	2013	163
Conditional copula simulation for systemic risk stress testing Eike Brechmann, Katharina Hendrich, Claudia Czado Insurance Mathematics and Economics EngineeringRisk Model ValidationRisk ManagementHealth Risk AssessmentRisk Analysis (Business)	2013	74
Total loss estimation using copula-based regression models Nicole Krämer, Eike Brechmann, Daniel Silvestrini, Insurance Mathematics and Economics Density EstimationEngineeringSemi-nonparametric EstimationBusinessTotal Loss Estimation	2013	72
Truncated and simplified regular vines and their applications Eike Brechmann mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich)	2010	58
Flexible dependence modeling of operational risk losses and its impact on total capital requirements Eike Brechmann, Claudia Czado, Sandra Paterlini Journal of Banking & Finance Capital StructureEngineeringTotal Capital RequirementsFinancial Risk ManagementFlexible Dependence Modeling	2013	54
Truncation of vine copulas using fit indices Eike Brechmann, Harry Joe Journal of Multivariate Analysis Vine CopulasBiostatisticsCurve FittingCombinatorial Data AnalysisStatistical Analysis	2015	41
CDVine: Modeling Dependence with C- and D-Vine Copulas in R Eike Brechmann, Ulf Schepsmeier Journal of Statistical Software EngineeringData ScienceGraphical ModelBiostatisticsD-vine Copulas	2013	28
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis Eike Brechmann, Harry Joe Computational Statistics & Data Analysis Spectral TheoryEngineeringMatrix FactorizationCorrelation MatricesFactor Analysis	2014	20

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