Edit Profile Arbenz, Philipp Compute Distance To: Compute Author ID: arbenz.philipp Published as: Arbenz, P.; Arbenz, Philipp Documents Indexed: 13 Publications since 1982 all top 5 Co-Authors 1 single-authored 2 Embrechts, Paul 2 Guevara-Alarcón, William 2 Puccetti, Giovanni 1 Cambou, Mathieu 1 Canestraro, Davide 1 Hofert, Marius 1 Hummel, Christoph 1 Lemieux, Christiane 1 Mainik, Georg 1 Taniguchi, Yoshihiro all top 5 Serials 1 Insurance Mathematics & Economics 1 Journal of Statistical Computation and Simulation 1 Bernoulli 1 Methodology and Computing in Applied Probability 1 ASTIN Bulletin 1 Stochastics 1 European Actuarial Journal Fields 6 Statistics (62-XX) 5 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 11 Publications have been cited 52 times in 46 Documents Cited by ▼ Year ▼ Copula based hierarchical risk aggregation through sample reordering. Zbl 1284.91198Arbenz, Philipp; Hummel, Christoph; Mainik, Georg 13 2012 The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables. Zbl 1248.60018Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni 12 2011 Parallel \(MIC(0)\) preconditioning of 3D elliptic problems discretized by Rannacher-Turek finite elements. Zbl 1142.65321Arbenz, P.; Margenov, S.; Vutov, Y. 5 2008 Computable finite element error bounds for Poisson’s equation. Zbl 0514.65078Arbenz, P. 5 1982 Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach. Zbl 1277.91139Arbenz, Philipp; Canestraro, Davide 4 2012 The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables. Zbl 1259.65009Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni 4 2012 A comparison of factorization-free eigensolvers with application to cavity resonators. Zbl 1056.65031Arbenz, P. 3 2002 Importance sampling and stratification for copula models. Zbl 1405.65005Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro 2 2018 Bayesian copulae distributions, with application to operational risk management – some comments. Zbl 1383.62024Arbenz, Philipp 2 2013 Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149Arbenz, Philipp; Guevara-Alarcón, William 1 2016 On an implementation of a one-sided block Jacobi method on a distributed memory computer. Zbl 0900.65103Arbenz, P.; Slapničar, I. 1 1996 Importance sampling and stratification for copula models. Zbl 1405.65005Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro 2 2018 Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149Arbenz, Philipp; Guevara-Alarcón, William 1 2016 Bayesian copulae distributions, with application to operational risk management – some comments. Zbl 1383.62024Arbenz, Philipp 2 2013 Copula based hierarchical risk aggregation through sample reordering. Zbl 1284.91198Arbenz, Philipp; Hummel, Christoph; Mainik, Georg 13 2012 Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach. Zbl 1277.91139Arbenz, Philipp; Canestraro, Davide 4 2012 The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables. Zbl 1259.65009Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni 4 2012 The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables. Zbl 1248.60018Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni 12 2011 Parallel \(MIC(0)\) preconditioning of 3D elliptic problems discretized by Rannacher-Turek finite elements. Zbl 1142.65321Arbenz, P.; Margenov, S.; Vutov, Y. 5 2008 A comparison of factorization-free eigensolvers with application to cavity resonators. Zbl 1056.65031Arbenz, P. 3 2002 On an implementation of a one-sided block Jacobi method on a distributed memory computer. Zbl 0900.65103Arbenz, P.; Slapničar, I. 1 1996 Computable finite element error bounds for Poisson’s equation. Zbl 0514.65078Arbenz, P. 5 1982 all cited Publications top 5 cited Publications all top 5 Cited by 105 Authors 3 Arbenz, Philipp 3 Côté, Marie-Pier 3 Huang, Tsungming 3 Wang, Weichung 2 Achchab, Boujemaa 2 Cossette, Hélène 2 Embrechts, Paul 2 Genest, Christian 2 Guessab, Allal 2 Kikuchi, Fumio 2 Lin, Wen-Wei 2 Liu, Xuefeng 2 Mainik, Georg 2 Marceau, Étienne 2 Margenov, Svetozar D. 2 Prieto, Faustino 2 Puccetti, Giovanni 2 Sarabia, José María 2 Vutov, Yavor 1 Abdallah, Anas 1 Apel, Thomas 1 Arbenz, Peter 1 Avuglah, Richard Kodzo 1 Bedford, Tim 1 Bernardi, Enrico 1 Blanco, Víctor 1 Boateng, Maxwell Akwasi 1 Bouihat, Khalid 1 Brechmann, Eike Christian 1 Chang, Wei-Jen 1 Chen, Zhenlong 1 Cooke, Roger Marvin 1 Cuberos, A. 1 Dick, Josef 1 Dobrowolski, Manfred 1 Falangi, Federico 1 Fougères, Anne-Laure 1 Frempong, Nana Kena 1 Furmańczyk, Konrad 1 Galeotti, Marcello 1 Genma, Kenta 1 Georgiev, Ivan 1 Gijbels, Irène 1 Gómez-Déniz, Emilio 1 Guevara-Alarcón, William 1 Guillen, Montserrat 1 Hanea, Anca Maria 1 Hari, Vjeran 1 Hashorva, Enkelejd 1 Herrmann, Klaus 1 Hofert, Marius 1 Hsieh, Han-En 1 Huang, Nan-Jing 1 Huang, Yin-Liang 1 Hummel, Christoph 1 Joe, Harry 1 Jordá, Vanesa 1 Kraus, Johannes K. 1 Kuo, Yueh-Cheng 1 Mailhot, Mélina 1 Masiello, Esterina 1 Maume-Deschamps, Véronique 1 Mercadier, Cécile 1 Mikosch, Thomas 1 Ming, Ruixing 1 Montes, Ignacio 1 Montes, Susana 1 Morales-Nápoles, Oswaldo 1 Nadarajah, Saralees 1 Nguyen, Quang Huy 1 Oldford, Wayne 1 Omari-Sasu, Akoto Yaw 1 Pérez-Sánchez, José M. 1 Peters, Gareth William 1 Porth, Lysa 1 Prasad, Avinash 1 Robert, Christian Yann 1 Romagnoli, Silvia 1 Rudolf, Daniel 1 Rüschendorf, Ludger 1 Salamanca, Juan Jesús 1 Sang, Peijun 1 Schicho, Josef 1 Schmeisser, Gerhard 1 Shevchenko, Pavel V. 1 Singer, Sanja 1 Singer, Saša 1 Small, Daniel 1 Stoykov, Stanislav 1 Tan, Ken Seng 1 Targino, Rodrigo S. 1 Tsanakas, Andreas 1 Vanduffel, Steven 1 Wang, Chou-Wen 1 Wang, Wei-Cheng 1 Werner, Christoph 1 Yamamoto, Nobito 1 Yang, Han 1 Yue, Jia 1 Zaim, Yassine ...and 5 more Authors all top 5 Cited in 30 Serials 6 Insurance Mathematics & Economics 3 Journal of Multivariate Analysis 3 Statistics & Probability Letters 3 ASTIN Bulletin 2 The Canadian Journal of Statistics 2 Applied Mathematics and Computation 2 Journal of Applied Probability 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Computational Physics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Computing 1 Journal of Computational and Applied Mathematics 1 Applied Numerical Mathematics 1 Mathematical and Computer Modelling 1 Journal of Scientific Computing 1 Japan Journal of Industrial and Applied Mathematics 1 Applications of Mathematics 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Computational Statistics and Data Analysis 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 Statistical Methods and Applications 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Journal of Probability and Statistics 1 European Actuarial Journal 1 Dependence Modeling all top 5 Cited in 14 Fields 24 Statistics (62-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Numerical analysis (65-XX) 9 Probability theory and stochastic processes (60-XX) 5 Partial differential equations (35-XX) 3 Optics, electromagnetic theory (78-XX) 2 Approximations and expansions (41-XX) 2 Mechanics of deformable solids (74-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year