2 papers
q-fin.RM2015
Copula based hierarchical risk aggregation - Tree dependent sampling and the space of mild tree dependence
Fabio Derendinger
The ability to adequately model risks is crucial for insurance companies. The method of "Copula-based hierarchical risk aggregation" by Arbenz et al. offers a flexible way in doing…
math-ph2014
Self-Gravitating Relativistic Fluids: The Formation of a Free Phase Boundary in the Phase Transition from Hard to Soft
Demetrios Christodoulou, André Lisibach
In the 1990's Christodoulou introduced an idealized fluid model intended to capture some of the features of the gravitational collapse of a massive star to form a neutron star or a…