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researcher

Richard Warnung

4 papers hereh-index 457 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20072012
most citedRisk Measures in a Regime Switching Model Capturing Stylized Facts

3 citations · 5 across the 3 of their papers we have counts for

collaborators
Showing 2007Show all

1 paper · 1 filter

math.PR2007

Finding Efficient Recursions for Risk Aggregation by Computer Algebra

S. Gerhold, R. Warnung

We derive recursions for the probability distribution of random sums by computer algebra. Unlike the well-known Panjer-type recursions, they are of finite order and thus allow for…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.