7 citations · 18 across the 15 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
q-fin.RM2019
Quantifying Life Insurance Risk using Least-Squares Monte Carlo
Claus Baumgart, Johannes Krebs, Robert Lempertseder +1
This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The…
math.PR2019
On limit theorems for persistent Betti numbers from dependent data
Johannes Krebs
We study persistent Betti numbers and persistence diagrams obtained from time series and random fields. It is well known that the persistent Betti function is an efficient descript…
math.PR2019★ 4 cited
On the asymptotic normality of persistent Betti numbers
Johannes Krebs, Wolfgang Polonik
Persistent Betti numbers are a major tool in persistent homology, a subfield of topological data analysis. Many tools in persistent homology rely on the properties of persistent Be…