Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. - Jörn Dunkel; Stefan Weber 005 (WSC, 2007)

Stochastic Root Finding and Efficient Estimation of Convex Risk Measures. - Jörn Dunkel; Stefan Weber 005 (Oper. Res., 2010)

Stochastic root finding for optimized certainty equivalents. - Anna-Maria Hamm; Thomas Salfeld; Stefan Weber 005 (WSC, 2013)

Stochastic mortality models: an infinite-dimensional approach. - Stefan Tappe; Stefan Weber 005 (Finance Stochastics, 2014)

Measures of Systemic Risk. - Zachary Feinstein; Birgit Rudloff; Stefan Weber 005 (SIAM J. Financial Math., 2017)

Modeling Traffic Accidents Caused by Random Misperception. - Volker Berkhahn; Marcel Kleiber; Chris Schiermeyer; Stefan Weber 005 (ITSC, 2018)

Building Resilience in Cybersecurity - An Artificial Lab Approach. - Kerstin Awiszus; Yannick Bell; Jan Lüttringhaus; Gregor Svindland; Alexander Voß; Stefan Weber 005 (CoRR, 2022)

Simulation methods for robust risk assessment and the distorted mix approach. - Sojung Kim; Stefan Weber 005 (Eur. J. Oper. Res., 2022)

Market Efficient Portfolios in a Systemic Economy. - Kerstin Awiszus; Agostino Capponi; Stefan Weber 005 (Oper. Res., 2022)

Traffic Dynamics at Intersections Subject to Random Misperception. - Volker Berkhahn; Marcel Kleiber; Johannes Langner; Chris Timmermann; Stefan Weber 005 (IEEE Trans. Intell. Transp. Syst., 2022)

Stochastic Cell Transmission Models of Traffic Networks. - Zachary Feinstein; Marcel Kleiber; Stefan Weber 005 (CoRR, 2023)