Oliver Kley
Identifiers
- name variant Oliver Kley 0.60 · backfill
Papers (5)
- Modelling Extremal Dependence for Operational Risk by a Bipartite Graph q-fin.RM · 2019 · author #1
- Conditional risk measures in a bipartite market structure q-fin.RM · 2015 · author #1
- Bounds for randomly shared risk of heavy-tailed loss factors q-fin.RM · 2015 · author #1
- Risk in a large claims insurance market with bipartite graph structure q-fin.RM · 2014 · author #1
- Systemic risk through contagion in a core-periphery structured banking network q-fin.RM · 2014 · author #1
Mentions
- 1510.00616 #1 · backfill · confidence 0.70 Oliver Kley
- 1503.03726 #1 · backfill · confidence 0.70 Oliver Kley
- 1410.8671 #1 · backfill · confidence 0.70 Oliver Kley
- 1406.6575 #1 · backfill · confidence 0.70 Oliver Kley
Frequent Coauthors
- Claudia Kl\"uppelberg 3 shared papers
- Claudia Kluppelberg 2 shared papers
- Gesine Reinert 2 shared papers
- Lukas Reichel 1 shared papers
- Sandra Paterlini 1 shared papers