133 citations · 400 across the 10 of their papers we have counts for
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cond-mat.stat-mech2002★ 58 cited
Functional Correlation Approach to Operational Risk in Banking Organizations
Reimer Kuehn, Peter Neu
A Value-at-Risk based model is proposed to compute the adequate equity capital necessary to cover potential losses due to operational risks, such as human and system process failur…
cond-mat.stat-mech2002★ 24 cited
Universality in Glassy Low-Temperature Physics
Reimer Kuehn
We propose a microscopic translationally invariant glass model which exhibits two level tunneling systems with a broad range of asymmetries and barrier heights in its glassy phase.…