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Richard Warnung

    • 2h-indexImpact measure calculated using publication and citation counts. Updated daily.
    • 12CitationsNumber of citations received by Richard's publications. Updated daily.

    Other IDs

    Co-authors (5)

    • Pascal Maillard
    • George Athanasopoulos

    Publications (5)

    • Risk Measures in a Regime Switching Model Capturing Stylized Facts

      • Haidinger R
      • Warnung R
      N/AReaders
      N/ACitations
    • Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations

      • Rab N
      • Warnung R
      N/AReaders
      0Citations
    • A generalization of Panjer's recursion and numerically stable risk aggregation

      • Gerhold S
      • Schmock U
      • Warnung R
      N/AReaders
      N/ACitations
    • Finding efficient recursions for risk aggregation by computer algebra

      • Gerhold S
      • Warnung R
      N/AReaders
      N/ACitations
    • Hiding a drift

      • Rásonyi M
      • Schachermayer W
      • Warnung R
      N/AReaders
      N/ACitations