Edit Profile (opens in new tab) Scherer, Matthias Compute Distance To: Compute Author ID: scherer.matthias Published as: Scherer, Matthias Documents Indexed: 61 Publications since 2004, including 3 Books 5 Contributions as Editor Co-Authors: 39 Co-Authors with 63 Joint Publications 484 Co-Co-Authors all top 5 Co-Authors 1 single-authored 29 Mai, Jan-Frederik 7 Durante, Fabrizio 7 Puccetti, Giovanni 5 Hieber, Peter 5 Schenk, Steffen 5 Zagst, Rudi 4 Fernández, Lexuri 4 Vanduffel, Steven 3 Bannör, Karl F. 3 Bernhart, German 3 Hofert, Marius 3 Korn, Ralf 2 Czado, Claudia 2 Glau, Kathrin 2 Korn, Elke 2 Shenkman, Natalia 2 Sloot, Henrik 2 Stöber, Jakob 1 Bienek, Tobias 1 Bollmann, Laslo 1 Brigo, Damiano 1 Cooke, Roger Marvin 1 Denzer, Ralf 1 Embrechts, Paul 1 Engel, Janina 1 Escobar Anel, Marcos 1 Escobar, Marcos 1 Fougères, Anne-Laure 1 Genest, Christian 1 Grbac, Zorana 1 Hering, Christian 1 Krause, Daniel 1 Laeven, Roger J. A. 1 Li, David X. 1 McNeil, Alexander J. 1 Milevsky, Moshe Arye 1 Nelsen, Roger B. 1 Nešlehová, Johanna G. 1 Olivares, Pablo 1 Pagano, Andrea Jonathan 1 Petersson, Holger P. 1 Runde, Ingo 1 Schmid, Ludwig 1 Schmidt, Thorsten 1 Schulz, Thorsten 1 Schwinn, Jonas 1 Selch, Daniela Anna 1 Stahl, Gerhard 1 Steinmann, Paul 1 Werner, Ralf 1 Yegulalp, Tuncel M. all top 5 Serials 8 Journal of Multivariate Analysis 8 Dependence Modeling 4 European Actuarial Journal 3 Statistics & Probability Letters 3 Extremes 2 Metrika 2 Information Sciences 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Series in Quantitative Finance 2 Statistics & Risk Modeling 2 Springer Proceedings in Mathematics & Statistics 1 International Journal for Numerical Methods in Engineering 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Results in Mathematics 1 Insurance Mathematics & Economics 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Monte Carlo Methods and Applications 1 Applied Mathematical Finance 1 Bernoulli 1 Methodology and Computing in Applied Probability 1 Brazilian Journal of Probability and Statistics 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Review of Derivatives Research 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Springer Actuarial 1 Heidelberger Schriften zur Universitätsgeschichte all top 5 Fields 44 Statistics (62-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 7 History and biography (01-XX) 6 General and overarching topics; collections (00-XX) 2 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Nonassociative rings and algebras (17-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 53 Publications have been cited 332 times in 195 Documents Cited by ▼ Year ▼ Lévy-frailty copulas. Zbl 1162.62048Mai, Jan-Frederik; Scherer, Matthias 34 2009 CDO pricing with nested Archimedean copulas. Zbl 1213.91074Hofert, Marius; Scherer, Matthias 31 2011 Reparameterizing Marshall-Olkin copulas with applications to sampling. Zbl 1206.62101Mai, Jan-Frederik; Scherer, Matthias 21 2011 Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001Mai, Jan-Frederik; Scherer, Matthias 21 2012 Constructing hierarchical archimedean copulas with Lévy subordinators. Zbl 1194.60017Hering, Christian; Hofert, Marius; Mai, Jan-Frederik; Scherer, Matthias 19 2010 Exchangeable exogenous shock models. Zbl 1388.62153Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 12 2016 \(H\)-extendible copulas. Zbl 1301.62050Mai, Jan-Frederik; Scherer, Matthias 10 2012 A tractable multivariate default model based on a stochastic time-change. Zbl 1185.91164Mai, Jan-Frederik; Scherer, Matthias 10 2009 A fictitious energy approach for shape optimization. Zbl 1188.74045Scherer, M.; Denzer, R.; Steinmann, P. 10 2010 Bivariate extreme-value copulas with discrete Pickands dependence measure. Zbl 1329.62270Mai, Jan-Frederik; Scherer, Matthias 10 2011 CIID frailty models and implied copulas. Zbl 1273.62070Mai, Jan-Frederik; Scherer, Matthias; Zagst, Rudi 9 2013 Capturing parameter risk with convex risk measures. Zbl 1277.91072Bannör, Karl F.; Scherer, Matthias 8 2013 Efficiently pricing barrier options in a Markov-switching framework. Zbl 1231.91473Hieber, Peter; Scherer, Matthias 8 2010 A note on first-passage times of continuously time-changed Brownian motion. Zbl 1229.91310Hieber, Peter; Scherer, Matthias 8 2012 Multivariate hierarchical copulas with shocks. Zbl 1201.62063Durante, Fabrizio; Hofert, Marius; Scherer, Matthias 8 2010 Simulating from the copula that generates the maximal probability for a joint default under given (Inhomogeneous) marginals. Zbl 1328.62310Mai, Jan-Frederik; Scherer, Matthias 7 2014 Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time. Zbl 1310.62072Mai, Jan-Frederik; Scherer, Matthias 7 2014 Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications. Zbl 1430.91121Bernhart, German; Escobar Anel, Marcos; Mai, Jan-Frederik; Scherer, Matthias 7 2013 Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. Zbl 1259.62040Mai, Jan-Frederik; Scherer, Matthias; Shenkman, Natalia 7 2013 Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions. Zbl 1171.62036Mai, Jan-Frederik; Scherer, Matthias 6 2009 Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065Hieber, Peter; Korn, Ralf; Scherer, Matthias 6 2015 Shot-noise driven multivariate default models. Zbl 1256.91059Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 Double-barrier first-passage times of jump-diffusion processes. Zbl 1410.91446Fernández, Lexuri; Hieber, Peter; Scherer, Matthias 4 2013 A multivariate claim count model for applications in insurance. Zbl 1417.91006Selch, Daniela Anna; Scherer, Matthias 4 2018 On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions. Zbl 1323.60028Bernhart, German; Mai, Jan-Frederik; Scherer, Matthias 4 2015 What makes dependence modeling challenging? Pitfalls and ways to circumvent them. Zbl 1287.91096Scherer, Matthias; Mai, Jan-Frederik 4 2013 The Pickands representation of survival Marshall-Olkin copulas. Zbl 1181.62071Mai, Jan-Frederik; Scherer, Matthias 4 2010 Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002Mai, Jan-Frederik; Scherer, Matthias 4 2017 Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 3 2016 Extendibility of Marshall-Olkin distributions and inverse Pascal triangles. Zbl 1298.62083Mai, Jan-Frederik; Scherer, Matthias 3 2013 Efficiently pricing double barrier derivatives in stochastic volatility models. Zbl 1307.91174Escobar, Marcos; Hieber, Peter; Scherer, Matthias 3 2014 Two novel characterizations of self-decomposability on the half-line. Zbl 1405.60049Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 3 2017 Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws. Zbl 07116305Mai, Jan-Frederik; Scherer, Matthias 3 2019 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law. Zbl 1338.60044Brigo, Damiano; Mai, Jan-Frederik; Scherer, Matthias 3 2016 Membership testing for Bernoulli and tail-dependence matrices. Zbl 1420.62254Krause, Daniel; Scherer, Matthias; Schwinn, Jonas; Werner, Ralf 2 2018 Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li. Zbl 1404.62114Puccetti, Giovanni; Scherer, Matthias 2 2018 Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias 2 2015 Sampling exchangeable and hierarchical Marshall-Olkin distributions. Zbl 1347.62025Mai, Jan-Frederik; Scherer, Matthias 2 2013 The number of nonisomorphic two-dimensional algebras over a finite field. Zbl 1195.17001Petersson, Holger P.; Scherer, Matthias 2 2004 Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 – April 1, 2015. Zbl 1366.91005 2 2016 A multivariate default model with spread and event risk. Zbl 1396.91792Mai, Jan-Frederik; Olivares, Pablo; Schenk, Steffen; Scherer, Matthias 1 2014 My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 Model risk and uncertainty – illustrated with examples from mathematical finance. Zbl 1291.91168Bannör, Karl F.; Scherer, Matthias 1 2014 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 Extremal dependence for bilateral credit valuation adjustments. Zbl 1396.91793Scherer, Matthias; Schulz, Thorsten 1 2016 On the calibration of distortion risk measures to bid-ask prices. Zbl 1402.91753Bannör, Karl F.; Scherer, Matthias 1 2014 Exogenous shock models: analytical characterization and probabilistic construction. Zbl 1432.62354Scherer, Matthias; Sloot, Henrik 1 2019 A survey of dynamic representations and generalizations of the Marshall-Olkin distribution. Zbl 1365.62187Bernhart, German; Fernández, Lexuri; Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 1 2015 The mean of Marshall-Olkin-dependent exponential random variables. Zbl 1365.62189Fernández, Lexuri; Mai, Jan-Frederik; Scherer, Matthias 1 2015 A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf. Zbl 1329.62016Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias 1 2015 The vine philosopher. Zbl 1383.01009Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach. Zbl 1347.60143Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 1 2015 On the structure of exchangeable extreme-value copulas. Zbl 1453.60042Mai, Jan-Frederik; Scherer, Matthias 1 2020 On the structure of exchangeable extreme-value copulas. Zbl 1453.60042Mai, Jan-Frederik; Scherer, Matthias 1 2020 Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws. Zbl 07116305Mai, Jan-Frederik; Scherer, Matthias 3 2019 Exogenous shock models: analytical characterization and probabilistic construction. Zbl 1432.62354Scherer, Matthias; Sloot, Henrik 1 2019 A multivariate claim count model for applications in insurance. Zbl 1417.91006Selch, Daniela Anna; Scherer, Matthias 4 2018 Membership testing for Bernoulli and tail-dependence matrices. Zbl 1420.62254Krause, Daniel; Scherer, Matthias; Schwinn, Jonas; Werner, Ralf 2 2018 Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li. Zbl 1404.62114Puccetti, Giovanni; Scherer, Matthias 2 2018 Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002Mai, Jan-Frederik; Scherer, Matthias 4 2017 Two novel characterizations of self-decomposability on the half-line. Zbl 1405.60049Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 3 2017 My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 The vine philosopher. Zbl 1383.01009Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2017 Exchangeable exogenous shock models. Zbl 1388.62153Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 12 2016 Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 3 2016 Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law. Zbl 1338.60044Brigo, Damiano; Mai, Jan-Frederik; Scherer, Matthias 3 2016 Innovations in derivatives markets. Fixed income modeling, valuation adjustments, risk management, and regulation. Proceedings of the conference, Munich, Germany, March 30 – April 1, 2015. Zbl 1366.91005 2 2016 Stat trek. An interview with Christian Genest. Zbl 1403.62003Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven 1 2016 Extremal dependence for bilateral credit valuation adjustments. Zbl 1396.91793Scherer, Matthias; Schulz, Thorsten 1 2016 Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065Hieber, Peter; Korn, Ralf; Scherer, Matthias 6 2015 On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions. Zbl 1323.60028Bernhart, German; Mai, Jan-Frederik; Scherer, Matthias 4 2015 Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias 2 2015 A survey of dynamic representations and generalizations of the Marshall-Olkin distribution. Zbl 1365.62187Bernhart, German; Fernández, Lexuri; Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 1 2015 The mean of Marshall-Olkin-dependent exponential random variables. Zbl 1365.62189Fernández, Lexuri; Mai, Jan-Frederik; Scherer, Matthias 1 2015 A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf. Zbl 1329.62016Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias 1 2015 Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach. Zbl 1347.60143Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias 1 2015 Simulating from the copula that generates the maximal probability for a joint default under given (Inhomogeneous) marginals. Zbl 1328.62310Mai, Jan-Frederik; Scherer, Matthias 7 2014 Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time. Zbl 1310.62072Mai, Jan-Frederik; Scherer, Matthias 7 2014 Efficiently pricing double barrier derivatives in stochastic volatility models. Zbl 1307.91174Escobar, Marcos; Hieber, Peter; Scherer, Matthias 3 2014 A multivariate default model with spread and event risk. Zbl 1396.91792Mai, Jan-Frederik; Olivares, Pablo; Schenk, Steffen; Scherer, Matthias 1 2014 Model risk and uncertainty – illustrated with examples from mathematical finance. Zbl 1291.91168Bannör, Karl F.; Scherer, Matthias 1 2014 On the calibration of distortion risk measures to bid-ask prices. Zbl 1402.91753Bannör, Karl F.; Scherer, Matthias 1 2014 CIID frailty models and implied copulas. Zbl 1273.62070Mai, Jan-Frederik; Scherer, Matthias; Zagst, Rudi 9 2013 Capturing parameter risk with convex risk measures. Zbl 1277.91072Bannör, Karl F.; Scherer, Matthias 8 2013 Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications. Zbl 1430.91121Bernhart, German; Escobar Anel, Marcos; Mai, Jan-Frederik; Scherer, Matthias 7 2013 Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. Zbl 1259.62040Mai, Jan-Frederik; Scherer, Matthias; Shenkman, Natalia 7 2013 Double-barrier first-passage times of jump-diffusion processes. Zbl 1410.91446Fernández, Lexuri; Hieber, Peter; Scherer, Matthias 4 2013 What makes dependence modeling challenging? Pitfalls and ways to circumvent them. Zbl 1287.91096Scherer, Matthias; Mai, Jan-Frederik 4 2013 Extendibility of Marshall-Olkin distributions and inverse Pascal triangles. Zbl 1298.62083Mai, Jan-Frederik; Scherer, Matthias 3 2013 Sampling exchangeable and hierarchical Marshall-Olkin distributions. Zbl 1347.62025Mai, Jan-Frederik; Scherer, Matthias 2 2013 Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001Mai, Jan-Frederik; Scherer, Matthias 21 2012 \(H\)-extendible copulas. Zbl 1301.62050Mai, Jan-Frederik; Scherer, Matthias 10 2012 A note on first-passage times of continuously time-changed Brownian motion. Zbl 1229.91310Hieber, Peter; Scherer, Matthias 8 2012 Shot-noise driven multivariate default models. Zbl 1256.91059Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 CDO pricing with nested Archimedean copulas. Zbl 1213.91074Hofert, Marius; Scherer, Matthias 31 2011 Reparameterizing Marshall-Olkin copulas with applications to sampling. Zbl 1206.62101Mai, Jan-Frederik; Scherer, Matthias 21 2011 Bivariate extreme-value copulas with discrete Pickands dependence measure. Zbl 1329.62270Mai, Jan-Frederik; Scherer, Matthias 10 2011 Constructing hierarchical archimedean copulas with Lévy subordinators. Zbl 1194.60017Hering, Christian; Hofert, Marius; Mai, Jan-Frederik; Scherer, Matthias 19 2010 A fictitious energy approach for shape optimization. Zbl 1188.74045Scherer, M.; Denzer, R.; Steinmann, P. 10 2010 Efficiently pricing barrier options in a Markov-switching framework. Zbl 1231.91473Hieber, Peter; Scherer, Matthias 8 2010 Multivariate hierarchical copulas with shocks. Zbl 1201.62063Durante, Fabrizio; Hofert, Marius; Scherer, Matthias 8 2010 The Pickands representation of survival Marshall-Olkin copulas. Zbl 1181.62071Mai, Jan-Frederik; Scherer, Matthias 4 2010 Lévy-frailty copulas. Zbl 1162.62048Mai, Jan-Frederik; Scherer, Matthias 34 2009 A tractable multivariate default model based on a stochastic time-change. Zbl 1185.91164Mai, Jan-Frederik; Scherer, Matthias 10 2009 Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions. Zbl 1171.62036Mai, Jan-Frederik; Scherer, Matthias 6 2009 The number of nonisomorphic two-dimensional algebras over a finite field. Zbl 1195.17001Petersson, Holger P.; Scherer, Matthias 2 2004 all cited Publications top 5 cited Publications all top 5 Cited by 293 Authors 27 Mai, Jan-Frederik 27 Scherer, Matthias 14 Durante, Fabrizio 13 Hofert, Marius 7 Hieber, Peter 6 Genest, Christian 5 Cossette, Hélène 5 Fernández-Sánchez, Juan 5 Marceau, Étienne 5 Rivest, Louis-Paul 4 Omladič, Matjaž 4 Puccetti, Giovanni 4 Schenk, Steffen 4 Úbeda-Flores, Manuel 3 Bäuerle, Nicole 3 Bernhart, German 3 Gapeev, Pavel V. 3 Girard, Stéphane 3 Hering, Christian 3 Nešlehová, Johanna G. 3 Ressel, Paul 3 Schmidt, Thorsten 3 Sloot, Henrik 3 Trutschnig, Wolfgang 3 Yang, Jingping 2 Antonelli, Fabio 2 Barro, Diakarya 2 Cherubini, Umberto 2 Côté, Marie-Pier 2 Embrechts, Paul 2 Gadoury, Simon-Pierre 2 Górecki, Jan 2 Košir, Tomaž 2 Lakhal-Chaieb, Lajmi 2 Leimcke, Gregor 2 Mazo, Gildas 2 Mesiar, Radko 2 Mtalai, Itre 2 Mulinacci, Sabrina 2 Nadarajah, Saralees 2 Nelsen, Roger B. 2 Ramponi, Alessandro 2 Robert, Christian Yann 2 Rodríguez Lallena, José Antonio 2 Romdhani, Hela 2 Ruß, Jochen 2 Ružić, Nina 2 Scarlatti, Sergio 2 Shenkman, Natalia 2 Stoev, Yavor I. 2 Tounkara, Fodé 2 Werner, Ralf 2 Xie, Jiehua 1 Abundo, Mario 1 Ackerer, Damien 1 Afuecheta, Emmanuel 1 Albrecher, Hansjörg 1 Albrecht, Peter 1 Alexandrova, Maria 1 Araujo-Acuna, José Carlos 1 Arbel, Julyan 1 Arias García, José De Jesús 1 Avanzi, Benjamin 1 Baglioni, Angelo 1 Bagré, Remi Guillaume 1 Bahraoui, Tarik 1 Bannör, Karl F. 1 Barrera, Javiera 1 Beer, Simone 1 Beirlant, Jan 1 Benth, Fred Espen 1 Beran, Jan 1 Bian, N’dri Hubert 1 Bohnert, Alexander 1 Bouezmarni, Taoufik 1 Braun, Alexandre Luis 1 Brechmann, Eike Christian 1 Brigo, Damiano 1 Brockhaus, Oliver 1 Castañer, Anna 1 Cha, Ji Hwan 1 Chan, Stephen Chi-fai 1 Chaoubi, Ihsan 1 Charpentier, Arthur 1 Chen, An 1 Choe, Geon Ho 1 Cifarelli, Donato Michele 1 Claramunt, M. Mercè 1 Ćmiel, Bogdan 1 Crispino, Marta 1 Cuadras, Carles M. 1 Date, Paresh M. 1 De Baets, Bernard 1 De Giuli, Maria Elena 1 De Kock, Johan 1 De Meyer, Hans E. 1 Deelstra, Griselda 1 Dere, Ahmet Murat 1 Desmettre, Sascha 1 Detering, Nils ...and 193 more Authors all top 5 Cited in 70 Serials 22 Journal of Multivariate Analysis 19 Dependence Modeling 12 Insurance Mathematics & Economics 7 Extremes 6 Statistics & Probability Letters 6 Computational Statistics and Data Analysis 6 Methodology and Computing in Applied Probability 5 Fuzzy Sets and Systems 4 Metrika 4 Information Sciences 4 Journal of Computational and Applied Mathematics 4 International Journal of Theoretical and Applied Finance 4 Scandinavian Actuarial Journal 4 ASTIN Bulletin 4 European Actuarial Journal 3 The Canadian Journal of Statistics 3 Applied Mathematical Finance 3 Brazilian Journal of Probability and Statistics 3 Quantitative Finance 3 Review of Derivatives Research 3 Statistics & Risk Modeling 2 Journal of Mathematical Analysis and Applications 2 Physica A 2 International Journal of Mathematics and Mathematical Sciences 2 Kybernetika 2 Journal of Theoretical Probability 2 Communications in Statistics. Theory and Methods 2 Journal of Statistical Computation and Simulation 2 Statistical Papers 2 Bernoulli 2 Probability Surveys 1 Advances in Applied Probability 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Biometrics 1 Journal of Applied Probability 1 Mathematics and Computers in Simulation 1 Metron 1 Results in Mathematics 1 Statistica 1 Stochastic Analysis and Applications 1 Statistics 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 Test 1 Lifetime Data Analysis 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Australian & New Zealand Journal of Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 The ANZIAM Journal 1 Stochastic Models 1 Iranian Journal of Science and Technology. Transaction A: Science 1 North American Actuarial Journal 1 Computational Management Science 1 Networks and Spatial Economics 1 Statistical Methodology 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Nonlinear Analysis. Hybrid Systems 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 SIAM Journal on Financial Mathematics 1 Afrika Statistika 1 Statistics and Computing 1 East Asian Journal on Applied Mathematics 1 Mathematics 1 Journal of Applied Mathematics, Statistics and Informatics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 21 Fields 136 Statistics (62-XX) 88 Probability theory and stochastic processes (60-XX) 69 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Numerical analysis (65-XX) 4 Real functions (26-XX) 3 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-XX) 2 Mathematical logic and foundations (03-XX) 2 Nonassociative rings and algebras (17-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Convex and discrete geometry (52-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Citations by Year