- Microscopic Traffic Models, Accidents, and Insurance Losses
(with M. Kleiber and S. Weber)
- Multinomial Backtesting of Distortion Risk Measures
(with S. Bettels and S. Weber)
- Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach
(with S. Weber)
European Journal of Operational Research, 298(1), 380-398, 2022
- Robust quantile estimation under bivariate extreme value models
(with K. Kim and H. Ryu)
Extremes, 23, 55–83, 2020
- Saddlepoint Approximations for Conditional Expectations with Applications to Risk Management
(with K. Kim)
Bernoulli, 23(3), 1481-1517, 2017
- Simulation of tempered stable Lévy bridges and its applications
(with K. Kim)
Operations Research, 64(2), 495–509, 2016
