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Hofert, Marius's
Scholarly Papers
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Total Downloads
276 |
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1.
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Hofert, Marius ETH Zurich, RiskLab, Department of Mathematics Wuthrich, Mario V. ETH Zurich, RiskLab, Department of Mathematics
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06 Sep 11
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Last Revised:
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04 Jul 12
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276
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nuclear safety, nuclear power accidents, risk managment, Fukushima, extremes, extreme value theory, Pareto distribution, Hill plot, peaks-over-threshold
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Hofert, Marius ETH Zurich, RiskLab, Department of Mathematics Scherer, Matthias A. Technische Universität München (TUM) Zagst, Rudi Technische Universität München (TUM) - HVB Institute for Mathematical Finance
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CDO, Implied correlation, Gaussian copula model
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