Zobrazeno 1 - 10
of 152
pro vyhledávání: '"Matthias Scherer"'
Publikováno v:
Mathematics, Vol 8, Iss 11, p 1856 (2020)
A sound statistical model for recovery rates is required for various applications in quantitative risk management, with the computation of capital requirements for loan portfolios as one important example. We compare different models for predicting t
Externí odkaz:
https://doaj.org/article/86f86f514c924154a7e9c4200cacdcf8
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the stat
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems
Autor:
Matthias Scherer, Jan-frederik Mai
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.)
This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements,
Autor:
Gabriela Zeller, Matthias Scherer
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 48:502-547
As the cyber insurance market is expanding and cyber insurance policies continue to mature, the potential of including pre-incident and post-incident services into cyber policies is being recognised by insurers and insurance buyers. This work address
Autor:
Matthias Scherer
Publikováno v:
ASA Bulletin. 40:867-872
Autor:
Christian Genest, Matthias Scherer
Publikováno v:
Dependence Modeling. 11
Publikováno v:
Electronics; Volume 11; Issue 10; Pages: 1574
Global warming forces the automotive industry to reduce real driving emissions and thus, its CO2 footprint. Besides maximizing the individual efficiency of powertrain components, there is also energy-saving potential in the choice of driving strategy
Autor:
Matthias Scherer, Gerhard Stahl
Publikováno v:
European Actuarial Journal. 11:3-20
Establishing a standard formula (SF) for the regulation of European insurance companies is a Herculean task. It has to acknowledge very different business models and national peculiarities. In addition, regulatory authorities—as a stakeholder on th