Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias Exchangeable exogenous shock models. (English) Zbl 1388.62153 Bernoulli 22, No. 2, 1278-1299 (2016). MSC: 62H05 PDFBibTeX XMLCite \textit{J.-F. Mai} et al., Bernoulli 22, No. 2, 1278--1299 (2016; Zbl 1388.62153) Full Text: DOI arXiv Euclid
Bernhart, German; Fernández, Lexuri; Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias A survey of dynamic representations and generalizations of the Marshall-Olkin distribution. (English) Zbl 1365.62187 Cherubini, Umberto (ed.) et al., Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Cham: Springer (ISBN 978-3-319-19038-9/hbk; 978-3-319-19039-6/ebook). Springer Proceedings in Mathematics & Statistics 141, 1-13 (2015). MSC: 62H10 60E05 60-02 62E10 62E15 60E07 PDFBibTeX XMLCite \textit{G. Bernhart} et al., Springer Proc. Math. Stat. 141, 1--13 (2015; Zbl 1365.62187) Full Text: DOI
Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten Shot-noise driven multivariate default models. (English) Zbl 1256.91059 Eur. Actuar. J. 2, No. 2, 161-186 (2012). MSC: 91G40 91G20 PDFBibTeX XMLCite \textit{M. Scherer} et al., Eur. Actuar. J. 2, No. 2, 161--186 (2012; Zbl 1256.91059) Full Text: DOI