Stefan Weber

11 papers Misc 2Journal 8Unranked 1
YearRankTypeTitle / Venue / Authors
2023 J jnl
Stochastic Cell Transmission Models of Traffic Networks.
CoRR
Zachary Feinstein, Marcel Kleiber, Stefan Weber
2022 J jnl
Building Resilience in Cybersecurity - An Artificial Lab Approach.
CoRR
Kerstin Awiszus, Yannick Bell, Jan Lüttringhaus, Gregor Svindland, Alexander Voß, Stefan Weber
2022 J jnl
Market Efficient Portfolios in a Systemic Economy.
Oper. Res.
Kerstin Awiszus, Agostino Capponi, Stefan Weber
2022 J jnl
Simulation methods for robust risk assessment and the distorted mix approach.
Eur. J. Oper. Res.
Sojung Kim, Stefan Weber
2022 J jnl
Traffic Dynamics at Intersections Subject to Random Misperception.
IEEE Trans. Intell. Transp. Syst.
Volker Berkhahn, Marcel Kleiber, Johannes Langner, Chris Timmermann, Stefan Weber
2018 — conf
Modeling Traffic Accidents Caused by Random Misperception.
ITSC
Volker Berkhahn, Marcel Kleiber, Chris Schiermeyer, Stefan Weber
2017 J jnl
Measures of Systemic Risk.
SIAM J. Financial Math.
Zachary Feinstein, Birgit Rudloff, Stefan Weber
2014 J jnl
Stochastic mortality models: an infinite-dimensional approach.
Finance Stochastics
Stefan Tappe, Stefan Weber
2013 Misc conf
Stochastic root finding for optimized certainty equivalents.
WSC
Anna-Maria Hamm, Thomas Salfeld, Stefan Weber
2010 J jnl
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures.
Oper. Res.
Jörn Dunkel, Stefan Weber
2007 Misc conf
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models.
WSC
Jörn Dunkel, Stefan Weber