"au:"Matthias Scherer"" — arXiv2 SearchShowing 1–8 of 8 results
/ Date/ Name
Oct 7, 2020Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processesSep 20, 2019On the structure of exchangeable extreme-value copulasMay 5, 2025Expectiles as basis risk-optimal payment schemes in parametric insuranceApr 23, 2026Optimal basis risk weighting in expectile-based parametric insuranceFeb 3, 2020Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws (with erratum by Natalia Shenkman)Oct 12, 2018Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible lawsJun 4, 2013Consistent iterated simulation of multi-variate default times: a Markovian indicators characterizationFeb 5, 2016Exchangeable exogenous shock models