Department of Financial Mathematics

Identifiers

• name variant Department of Financial Mathematics 0.60 · backfill

Papers (2)

1. Yet another breakdown point notion: EFSBP - illustrated at scale-shape models stat.ME · 2010 · author #3
2. Robust Estimators in Generalized Pareto Models q-fin.ST · 2010 · author #3

Mentions

• 1005.1480 #3 · backfill · confidence 0.70 Department of Financial Mathematics
• 1005.1476 #3 · backfill · confidence 0.70 Department of Financial Mathematics

Frequent Coauthors

• Dept. of Mathematics 2 shared papers
• Nataliya Horbenko (Fraunhofer ITWM 2 shared papers
• Peter Ruckdeschel 2 shared papers
• Univerisity of Kaiserslautern) 2 shared papers