Matthias Scherer

According to our database, Matthias Scherer authored at least 15 papers between 2009 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2020

On the structure of exchangeable extreme-value copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2020

A probabilistic view on semilinear copulas.

Henrik Sloot, Matthias Scherer

Inf. Sci., 2020

2019

Editorial for the Special Issue on dependence models.

Johanna Neslehová, Anne-Laure Fougères, Alexander J. McNeil, Matthias Scherer

J. Multivar. Anal., 2019

Reconstructing the topology of financial networks from degree distributions and reciprocity.

Janina Engel, Andrea Pagano, Matthias Scherer

J. Multivar. Anal., 2019

2018

Membership testing for Bernoulli and tail-dependence matrices.

Daniel Krause, Matthias Scherer, Jonas Schwinn, Ralf Werner

J. Multivar. Anal., 2018

Development of a Multi-Purpose Easy-to-Use Set of Tools for Home Based Rehabilitation: Use Cases and Applications developed during the REHABitation Project.

Veronika David, Mathias Forjan, Richard Pastêka, Matthias Scherer, Otto Hofstätter

Proceedings of the 8th International Conference on Software Development and Technologies for Enhancing Accessibility and Fighting Info-exclusion, 2018

2016

One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates.

Janina Engel, Matthias Scherer, Leonhard Spiegelberg

Proceedings of the Soft Methods for Data Science, 2016

2013

Double-barrier first-passage times of jump-diffusion processes.

Lexuri Fernández, Peter Hieber, Matthias Scherer

Monte Carlo Methods Appl., 2013

Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws.

Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman

J. Multivar. Anal., 2013

2012

H-extendible copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2012

An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law.

Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012

2010

Constructing hierarchical Archimedean copulas with Lévy subordinators.

Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2010

Efficiently pricing barrier options in a Markov-switching framework.

Peter Hieber, Matthias Scherer

J. Comput. Appl. Math., 2010

2009

Lévy-frailty copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2009

Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions.

Jan-Frederik Mai, Matthias Scherer

Inf. Sci., 2009