Matthias Scherer

15 papers Journal 12Unranked 3
YearRankTypeTitle / Venue / Authors
2020 J jnl
A probabilistic view on semilinear copulas.
Inf. Sci.
Henrik Sloot, Matthias Scherer
2020 J jnl
On the structure of exchangeable extreme-value copulas.
J. Multivar. Anal.
Jan-Frederik Mai, Matthias Scherer
2019 J jnl
Editorial for the Special Issue on dependence models.
J. Multivar. Anal.
Johanna Neslehová, Anne-Laure Fougères, Alexander J. McNeil, Matthias Scherer
2019 J jnl
Reconstructing the topology of financial networks from degree distributions and reciprocity.
J. Multivar. Anal.
Janina Engel, Andrea Pagano, Matthias Scherer
2018 — conf
Development of a Multi-Purpose Easy-to-Use Set of Tools for Home Based Rehabilitation: Use Cases and Applications developed during the REHABitation Project.
DSAI
Veronika David, Mathias Forjan, Richard Pastêka, Matthias Scherer, Otto Hofstätter
2018 J jnl
Membership testing for Bernoulli and tail-dependence matrices.
J. Multivar. Anal.
Daniel Krause, Matthias Scherer, Jonas Schwinn, Ralf Werner
2016 — conf
One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates.
SMPS
Janina Engel, Matthias Scherer, Leonhard Spiegelberg
2013 J jnl
Double-barrier first-passage times of jump-diffusion processes.
Monte Carlo Methods Appl.
Lexuri Fernández, Peter Hieber, Matthias Scherer
2013 J jnl
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws.
J. Multivar. Anal.
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
2012 — conf
An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law.
SMPS
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
2012 J jnl
H-extendible copulas.
J. Multivar. Anal.
Jan-Frederik Mai, Matthias Scherer
2010 J jnl
Constructing hierarchical Archimedean copulas with Lévy subordinators.
J. Multivar. Anal.
Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer
2010 J jnl
Efficiently pricing barrier options in a Markov-switching framework.
J. Comput. Appl. Math.
Peter Hieber, Matthias Scherer
2009 J jnl
Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions.
Inf. Sci.
Jan-Frederik Mai, Matthias Scherer
2009 J jnl
Lévy-frailty copulas.
J. Multivar. Anal.
Jan-Frederik Mai, Matthias Scherer