Asymptotic behaviour of multivariate default probabilities and default correlations under stress. - Natalie Packham; Michael Kalkbrener; Ludger Overbeck (J. Appl. Probab., 2016)

Systemic risk measures on general measurable spaces. - Eduard Kromer; Ludger Overbeck; Katrin Zilch (Math. Methods Oper. Res., 2016)

A note on optimal risk sharing on Lp spaces. - Eduard Kromer; Ludger Overbeck (Oper. Res. Lett., 2016)

Dynamic systemic risk measures for bounded discrete time processes. - Eduard Kromer; Ludger Overbeck; Katrin Zilch (Math. Methods Oper. Res., 2019)