Matthias Scherer

About Matthias Scherer

Matthias Scherer, With an exceptional h-index of 22 and a recent h-index of 12 (since 2020), a distinguished researcher at Technische Universität München,

His recent articles reflect a diverse array of research interests and contributions to the field:

A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population

Is Accumulation Risk In Cyber Systematically Underestimated?

Pricing Insurance Contracts with an Existing Portfolio as Background Risk

On the Estimation of Distributional Household Wealth: Addressing Under-Reporting Via Optimization Problems with Invariant Gini Coefficient

Risk mitigation services in cyber insurance: optimal contract design and price structure

When copulas and smoothing met: An interview with Irène Gijbels

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Looking for an ideal solution

Matthias Scherer Information

University

Position

___

Citations(all)

1758

Citations(since 2020)

692

Cited By

1333

hIndex(all)

22

hIndex(since 2020)

12

i10Index(all)

47

i10Index(since 2020)

21

Email

University Profile Page

Google Scholar

Top articles of Matthias Scherer

A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population

European Actuarial Journal

2024

Matthias Scherer
Matthias Scherer

H-Index: 12

Francesco Ungolo
Francesco Ungolo

H-Index: 1

Is Accumulation Risk In Cyber Systematically Underestimated?

Available at SSRN 4353098

2023/2/7

Pricing Insurance Contracts with an Existing Portfolio as Background Risk

Available at SSRN 4669558

2023/11/27

Matthias Scherer
Matthias Scherer

H-Index: 12

On the Estimation of Distributional Household Wealth: Addressing Under-Reporting Via Optimization Problems with Invariant Gini Coefficient

2023/11

Matthias Scherer
Matthias Scherer

H-Index: 12

Risk mitigation services in cyber insurance: optimal contract design and price structure

The Geneva Papers on Risk and Insurance-Issues and Practice

2023/4

Matthias Scherer
Matthias Scherer

H-Index: 12

When copulas and smoothing met: An interview with Irène Gijbels

Dependence Modeling

2023/3/14

Christian Genest
Christian Genest

H-Index: 37

Matthias Scherer
Matthias Scherer

H-Index: 12

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes

2023/3

Matthias Scherer
Matthias Scherer

H-Index: 12

Looking for an ideal solution

2022

„Ich habe noch nicht 10% von dem geschrieben, was ich wusste...“Zeitzeugen-Interview mit Heinrich Hannover

2022

Emil Julius Gumbel. Mathematiker–Publizist–Pazifist

2022

Editorial to the special issue on Behavioral Insurance: Mathematics and Economics

2021/11/1

Matthias Scherer
Matthias Scherer

H-Index: 12

A comprehensive model for cyber risk based on marked point processes and its application to insurance

European Actuarial Journal

2021/8/17

Matthias Scherer
Matthias Scherer

H-Index: 12

The standard formula of Solvency II: a critical discussion

2021/6

Matthias Scherer
Matthias Scherer

H-Index: 12

A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall–Olkin dependence

2021

Matthias Scherer
Matthias Scherer

H-Index: 12

Die Cyberversicherung: ein integraler Bestandteil des Cyber-risikomanagements

2021

Matthias Scherer
Matthias Scherer

H-Index: 12

Modeling Recovery Rates of Small-and Medium-Sized Entities in the US

Mathematics

2020/11

Aleksey Min
Aleksey Min

H-Index: 11

Matthias Scherer
Matthias Scherer

H-Index: 12

On the structure of exchangeable extreme-value copulas

Journal of Multivariate Analysis

2020/11/1

Matthias Scherer
Matthias Scherer

H-Index: 12

Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data

Journal of Banking & Finance

2020/9/1

Matthias Scherer
Matthias Scherer

H-Index: 12

Insurance applications of dependence modeling: An interview with Edward (Jed) Frees

Dependence Modeling

2020/4/9

Christian Genest
Christian Genest

H-Index: 37

Matthias Scherer
Matthias Scherer

H-Index: 12

The gentleman copulist: An interview with Carlo Sempi

Dependence Modeling

2020/1/1

Christian Genest
Christian Genest

H-Index: 37

Matthias Scherer
Matthias Scherer

H-Index: 12

See List of Professors in Matthias Scherer University(Technische Universität München)

Co-Authors

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