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An introduction to credit risk modeling, , and . Chapman Hall, Boca Raton, Fla. u.a., 2. ed. edition, (2008)A note on optimal risk sharing on Lp spaces., and . Oper. Res. Lett., 44 (2): 202-207 (2016)Asymptotic behaviour of multivariate default probabilities and default correlations under stress., , and . J. Appl. Probab., 53 (1): 71-81 (2016)Systemic risk measures on general measurable spaces., , and . Math. Methods Oper. Res., 84 (2): 323-357 (2016)Dynamic systemic risk measures for bounded discrete time processes., , and . Math. Methods Oper. Res., 90 (1): 77-108 (2019)An introduction to credit risk modeling, , and . Chapman & Hall/CRC financial mathematics series Chapman & Hall/CRC, Boca Raton, Fla. u.a., (2003)Self-Tuning for Short-term Memory Consumers.. BTW Workshops, page 124-129. Technische Universität Kaiserslautern, (2011)