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Arbenz, Philipp

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Author ID: arbenz.philipp Recent zbMATH articles by "Arbenz, Philipp"
Published as: Arbenz, P.; Arbenz, Philipp
Documents Indexed: 13 Publications since 1982

Publications by Year

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 1284.91198
Arbenz, 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 1248.60018
Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni
12
2011
Parallel \(MIC(0)\) preconditioning of 3D elliptic problems discretized by Rannacher-Turek finite elements. Zbl 1142.65321
Arbenz, P.; Margenov, S.; Vutov, Y.
5
2008
Computable finite element error bounds for Poisson’s equation. Zbl 0514.65078
Arbenz, P.
5
1982
Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach. Zbl 1277.91139
Arbenz, Philipp; Canestraro, Davide
4
2012
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables. Zbl 1259.65009
Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni
4
2012
A comparison of factorization-free eigensolvers with application to cavity resonators. Zbl 1056.65031
Arbenz, P.
3
2002
Importance sampling and stratification for copula models. Zbl 1405.65005
Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro
2
2018
Bayesian copulae distributions, with application to operational risk management – some comments. Zbl 1383.62024
Arbenz, Philipp
2
2013
Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149
Arbenz, Philipp; Guevara-Alarcón, William
1
2016
On an implementation of a one-sided block Jacobi method on a distributed memory computer. Zbl 0900.65103
Arbenz, P.; Slapničar, I.
1
1996
Importance sampling and stratification for copula models. Zbl 1405.65005
Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro
2
2018
Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149
Arbenz, Philipp; Guevara-Alarcón, William
1
2016
Bayesian copulae distributions, with application to operational risk management – some comments. Zbl 1383.62024
Arbenz, Philipp
2
2013
Copula based hierarchical risk aggregation through sample reordering. Zbl 1284.91198
Arbenz, Philipp; Hummel, Christoph; Mainik, Georg
13
2012
Estimating copulas for insurance from scarce observations, expert opinion and prior information: a Bayesian approach. Zbl 1277.91139
Arbenz, Philipp; Canestraro, Davide
4
2012
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables. Zbl 1259.65009
Arbenz, 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 1248.60018
Arbenz, Philipp; Embrechts, Paul; Puccetti, Giovanni
12
2011
Parallel \(MIC(0)\) preconditioning of 3D elliptic problems discretized by Rannacher-Turek finite elements. Zbl 1142.65321
Arbenz, P.; Margenov, S.; Vutov, Y.
5
2008
A comparison of factorization-free eigensolvers with application to cavity resonators. Zbl 1056.65031
Arbenz, P.
3
2002
On an implementation of a one-sided block Jacobi method on a distributed memory computer. Zbl 0900.65103
Arbenz, P.; Slapničar, I.
1
1996
Computable finite element error bounds for Poisson’s equation. Zbl 0514.65078
Arbenz, P.
5
1982
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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

Citations by Year