Dominik D. Lambrigger
Author
Alternate names Dominik D. Lambrigger, Dominik Lambrigger
Institution ETH Zurich
Past institution ETH Zurich
H-index: 8
I10-index: 7
Works count: 12
Citations count: 504
Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
2008 · Paul Embrechts, Dominik D. Lambrigger, et al. · Extremes
The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
2007 · Matthias Degen, Paul Embrechts, et al. · Astin Bulletin
The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
2007 · Matthias Degen, Paul Embrechts, et al. · Astin Bulletin