H. Sloot

Exogenous shock models: analytical characterization and probabilistic construction

M. Scherer, H. Sloot, 2019, Metrika.

Consistent Iterated Simulation of Multivariate Defaults: Markov Indicators, Lack of Memory, Extreme-Value Copulas, and the Marshall–Olkin Distribution

D. Brigo, M. Scherer, Jan-Frederik Mai, 2018, Innovations in Insurance, Risk- and Asset Management.