Philipp Arbenz

Identifiers

• name variant Philipp Arbenz 0.60 · backfill

Papers (2)

1. An importance sampling approach for copula models in insurance stat.CO · 2014 · author #1
2. The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables math.ST · 2011 · author #1

Mentions

• 1403.4291 #1 · backfill · confidence 0.70 Philipp Arbenz
• 1106.2920 #1 · backfill · confidence 0.70 Philipp Arbenz

Frequent Coauthors

• Giovanni Puccetti 1 shared papers
• Marius Hofert 1 shared papers
• Mathieu Cambou 1 shared papers
• Paul Embrechts 1 shared papers