Stefan Weber

According to our database, Stefan Weber authored at least 11 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Stochastic Cell Transmission Models of Traffic Networks.

Zachary Feinstein, Marcel Kleiber, Stefan Weber

CoRR, 2023

2022

Traffic Dynamics at Intersections Subject to Random Misperception.

Volker Berkhahn, Marcel Kleiber, Johannes Langner, Chris Timmermann, Stefan Weber

IEEE Trans. Intell. Transp. Syst., 2022

Market Efficient Portfolios in a Systemic Economy.

Kerstin Awiszus, Agostino Capponi, Stefan Weber

Oper. Res., 2022

Simulation methods for robust risk assessment and the distorted mix approach.

Sojung Kim, Stefan Weber

Eur. J. Oper. Res., 2022

Building Resilience in Cybersecurity - An Artificial Lab Approach.

Kerstin Awiszus, Yannick Bell, Jan Lüttringhaus, Gregor Svindland, Alexander Voß, Stefan Weber

CoRR, 2022

2018

Modeling Traffic Accidents Caused by Random Misperception.

Volker Berkhahn, Marcel Kleiber, Chris Schiermeyer, Stefan Weber

Proceedings of the 21st International Conference on Intelligent Transportation Systems, 2018

2017

Measures of Systemic Risk.

Zachary Feinstein, Birgit Rudloff, Stefan Weber

SIAM J. Financial Math., 2017

2014

Stochastic mortality models: an infinite-dimensional approach.

Stefan Tappe, Stefan Weber

Finance Stochastics, 2014

2013

Stochastic root finding for optimized certainty equivalents.

Anna-Maria Hamm, Thomas Salfeld, Stefan Weber

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2010

Stochastic Root Finding and Efficient Estimation of Convex Risk Measures.

Jörn Dunkel, Stefan Weber

Oper. Res., 2010

2007

Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models.

Jörn Dunkel, Stefan Weber

Proceedings of the Winter Simulation Conference, 2007