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Vicky Fasen-Hartmann
ORCID
Publication Activity (10 Years)
Years Active: 2018-2024
Publications (10 Years): 2
Top Topics
Von Mises
Expected Values
Generalized Gaussian
Risk Measures
Top Venues
J. Multivar. Anal.
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Publications
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Bikramjit Das
,
Vicky Fasen-Hartmann
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation.
J. Multivar. Anal.
202 (2024)
Bikramjit Das
,
Vicky Fasen-Hartmann
Risk contagion under regular variation and asymptotic tail independence.
J. Multivar. Anal.
165 (2018)