Economics, Econometrics and Finance · Social Sciences
7h-index354citations22works0.02yr avg
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Research Topics
Financial Risk and Volatility Modeling(10), Insurance and Financial Risk Management(7), Probability and Risk Models(6), Stochastic processes and financial applications(5), Insurance, Mortality, Demography, Risk Management(4)
Publications22 total
Journal of risk management in financial institutions·2015
Journal of risk management in financial institutions·2014· 1 cited
Journal of risk management in financial institutions·2012
Quantitative Finance·2010· 79 cited
Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
2010· 5 cited
Bayesian estimation of Lévy copulas for multivariate operational risks.
OPUS (Augsburg University)·2010· 1 cited
mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich)·2009Open Access
The Journal of Operational Risk·2008· 41 cited
The Journal of Risk·2008· 4 citedOpen Access
Modelling and measuring multivariate operational risk with Lévy copulas
2008· 37 cited
Modelling and measuring business risk
2008· 5 cited
Econstor (Econstor)·2008Open Access
mediaTUM – the media and publications repository of the Technical University Munich (Technical University Munich)·2007· 4 citedOpen Access
The Journal of Risk·2006· 9 cited
Operational VAR: meaningful means
2006· 35 cited
Operational VaR: a closed-form approximation
Risk·2005· 111 cited
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Frequent Co-authors
Claudia Klüppelberg(7), Martin Hillebrand(2), J. Sprittulla(1), Nicolaus Henke(1), Hari Sven Krishnan(1), Thomas Mansky(1), Dieter Paffrath(1), Daniel Steiners(1), A. Baur(1), Alessandra Crimmi(1), Holger Fink(1), Patrick J. McConnell(1), Michael Ong(1), Ph. Gebhard(1), Gernot J. Müller(1), Claudine C. Hunault(1), E.P.M. Van der Burgt(1), J. Leon Kenemans(1), I. de Vries(1), Jan Meulenbelt(1)