Ludger Overbeck

According to our database¹, Ludger Overbeck authored at least 4 papers between 2016 and 2019.

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2019

Dynamic systemic risk measures for bounded discrete time processes.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2019

2016

A note on optimal risk sharing on L<sup>p</sup> spaces.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2016

Systemic risk measures on general measurable spaces.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2016

Asymptotic behaviour of multivariate default probabilities and default correlations under stress.

[BibT_eX]

[DOI]

J. Appl. Probab., 2016