Distribution‐invariant risk measures, information, and dynamic consistency S Weber Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 327 | 2006 |
Cyclical correlations, credit contagion, and portfolio losses K Giesecke, S Weber Journal of Banking & Finance 28 (12), 3009-3036, 2004 | 304 | 2004 |
Credit contagion and aggregate losses K Giesecke, S Weber Journal of Economic Dynamics and Control 30 (5), 741-767, 2006 | 260 | 2006 |
Measures of systemic risk Z Feinstein, B Rudloff, S Weber SIAM Journal on Financial Mathematics 8 (1), 672-708, 2017 | 167 | 2017 |
Robust preferences and robust portfolio choice A Schied, H Föllmer, S Weber Handbook of numerical analysis 15, 29-87, 2009 | 116 | 2009 |
The joint impact of bankruptcy costs, crossholdings and fire sales on systemic risk in financial networks S Weber, K Weske Probability, Uncertainty and Quantitative Risk 2 (9), 1-38, 2017 | 99* | 2017 |
The axiomatic approach to risk measures for capital determination H Föllmer, S Weber Annual Review of Financial Economics 7 (1), 301-337, 2015 | 81 | 2015 |
Pricing of cyber insurance contracts in a network model MA Fahrenwaldt, S Weber, K Weske ASTIN Bulletin: The Journal of the IAA 48 (3), 1175-1218, 2018 | 65 | 2018 |
Utility maximization under a shortfall risk constraint A Gundel, S Weber Journal of Mathematical Economics 44 (11), 1126-1151, 2008 | 55 | 2008 |
Solvency II, or How to Sweep the Downside Risk Under the Carpet S Weber Insurance: Mathematics and Economics 82, 191-200, 2018 | 48 | 2018 |
Robust utility maximization with limited downside risk in incomplete markets A Gundel, S Weber Stochastic Processes and their Applications 117 (11), 1663-1688, 2007 | 48 | 2007 |
Measuring the risk of large losses K Giesecke, T Schmidt, S Weber Journal of Investment Management (JOIM), Fourth Quarter, 2008 | 47 | 2008 |
Stochastic root finding and efficient estimation of convex risk measures J Dunkel, S Weber Operations Research 58 (5), 1505-1521, 2010 | 45 | 2010 |
Resilience decision-making for complex systems J Salomon, M Broggi, S Kruse, S Weber, M Beer ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B …, 2020 | 43 | 2020 |
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models J Dunkel, S Weber 2007 Winter Simulation Conference, 958-966, 2007 | 38 | 2007 |
Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks K Awiszus, T Knispel, I Penner, G Svindland, A Voß, S Weber European Actuarial Journal 13 (1), 1-53, 2023 | 28 | 2023 |
Liquidity-adjusted risk measures S Weber, W Anderson, AM Hamm, T Knispel, M Liese, T Salfeld Mathematics and Financial Economics 7, 69-91, 2013 | 28 | 2013 |
Time parameters and Lorentz transformations of relativistic stochastic processes J Dunkel, P Hänggi, S Weber Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 79 (1 …, 2009 | 22 | 2009 |
Distribution-invariant risk measures, entropy, and large deviations S Weber Journal of Applied Probability 44 (1), 16-40, 2007 | 21 | 2007 |
An approximation for credit portfolio losses R Frey, M Popp, S Weber The Journal of Credit Risk 4 (1), 3-20, 2008 | 18 | 2008 |