Matthias Scherer

Identifiers

• name variant Matthias Scherer 0.60 · backfill

Papers (3)

1. Optimal basis risk weighting in expectile-based parametric insurance stat.AP · 2026 · author #2
2. Exchangeable exogenous shock models math.ST · 2016 · author #3
3. Consistent iterated simulation of multi-variate default times: a Markovian indicators characterization q-fin.RM · 2013 · author #3

Mentions

• 1306.0887 #3 · backfill · confidence 0.70 Matthias Scherer

Frequent Coauthors

• Jan-Frederik Mai 2 shared papers
• Damiano Brigo 1 shared papers
• Markus Johannes Maier 1 shared papers
• Steffen Schenk 1 shared papers