One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates. - Janina Engel; Matthias Scherer; Leonhard Spiegelberg (SMPS, 2016)

Reconstructing the topology of financial networks from degree distributions and reciprocity. - Janina Engel; Andrea Pagano; Matthias Scherer (J. Multivar. Anal., 2019)