Matthias Scherer: 3 books

The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models,...

This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level...

Chiral Perturbation Theory, as effective field theory, is a commonly accepted and well established working tool, approximating quantum chromodynamics at energies well below typical hadron masses. This volume, based on a number of lectures and supplemented with additional material, provides...