Matthias Scherer
Technische Universität München
H-index: 22
Europe-Germany
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
H-Index: 12
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
H-Index: 12
On the Estimation of Distributional Household Wealth: Addressing Under-Reporting Via Optimization Problems with Invariant Gini Coefficient
2023/11
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
H-Index: 12
When copulas and smoothing met: An interview with Irène Gijbels
Dependence Modeling
2023/3/14
Christian Genest
H-Index: 37
Matthias Scherer
H-Index: 12
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
Extremes
2023/3
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
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
H-Index: 12
The standard formula of Solvency II: a critical discussion
2021/6
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
H-Index: 12
Die Cyberversicherung: ein integraler Bestandteil des Cyber-risikomanagements
2021
Matthias Scherer
H-Index: 12
Modeling Recovery Rates of Small-and Medium-Sized Entities in the US
Mathematics
2020/11
Aleksey Min
H-Index: 11
Matthias Scherer
H-Index: 12
On the structure of exchangeable extreme-value copulas
Journal of Multivariate Analysis
2020/11/1
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
H-Index: 12
Insurance applications of dependence modeling: An interview with Edward (Jed) Frees
Dependence Modeling
2020/4/9
Christian Genest
H-Index: 37
Matthias Scherer
H-Index: 12
The gentleman copulist: An interview with Carlo Sempi
Dependence Modeling
2020/1/1
Christian Genest
H-Index: 37
Matthias Scherer
H-Index: 12