Thorsten Schmidt
Publikacje:
3.
Marcin Pitera, Thorsten Schmidt
Estimating and backtesting risk under heavy tails, Insurance: Mathematics and Economics vol. 104 (2022), 1-15
2.
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera, Thorsten Schmidt
Fair estimation of capital risk allocation, Statistics & Risk Modeling vol. 37 (1-2) (2020), 1-24
1.
Marcin Pitera, Thorsten Schmidt
Unbiased estimation of risk, Journal of Banking and Finance vol. 91 (2018), 133-145