Kendall’s tau for elliptical distributions F Lindskog, A McNeil, U Schmock Credit Risk: Measurement, Evaluation and Management (Editors: Georg Bol …, 2003 | 300 | 2003 |

Estimating the value of the WinCat coupons of the Winterthur insurance convertible bond U Schmock Workshop On PROBABILITY THEORY and its APPLICATIONS, 49, 1997 | 57* | 1997 |

Estimating the value of the WinCat coupons of the Winterthur Insurance convertible bond U Schmock Astin Bulletin 29, 101–164, 1999 | 49* | 1999 |

On self-attracting d-dimensional random walks E Bolthausen, U Schmock The Annals of Probability 25 (2), 531–572, 1997 | 47 | 1997 |

A generalization of Panjer’s recursion and numerically stable risk aggregation S Gerhold, U Schmock, R Warnung Finance and Stochastics 14 (1), 81–128, 2010 | 45 | 2010 |

Valuation of exotic options under shortselling constraints U Schmock, SE Shreve, U Wystup Finance and Stochastics 6 (2), 143–172, 2002 | 41 | 2002 |

Large deviations of U-empirical measures in strong topologies and applications P Eichelsbacher, U Schmock Annales de l'Institut Henri Poincare (B) Probability and Statistics 38 (5 …, 2002 | 39 | 2002 |

On the maximum entropy principle for uniformly ergodic Markov chains E Bolthausen, U Schmock Stochastic Processes and their Applications 33 (1), 1–27, 1989 | 35 | 1989 |

Geometry of distribution-constrained optimal stopping problems M Beiglböck, M Eder, C Elgert, U Schmock Probability theory and related fields 172, 71-101, 2018 | 23 | 2018 |

Exponential approximations in completely regular topological spaces and extensions of Sanov’s theorem P Eichelsbacher, U Schmock Stochastic Processes and their Applications 77 (2), 233–251, 1998 | 22 | 1998 |

Generalization of the Dybvig–Ingersoll–Ross theorem and asymptotic minimality V Goldammer, U Schmock Mathematical Finance 22 (1), 185–213, 2012 | 21 | 2012 |

Convergence of the normalized one-dimensional Wiener sausage path measures to a mixture of Brownian taboo processes U Schmock Stochastics: An International Journal of Probability and Stochastic …, 1990 | 21 | 1990 |

Convergence of path measures arising from a mean field or polaron type interaction E Bolthausen, JD Deuschel, U Schmock Probability Theory and Related Fields 95 (3), 283–310, 1993 | 19 | 1993 |

Allocation of risk capital and performance measurement U Schmock, D Straumann Presentation at the Risk Day, 1999 | 18* | 1999 |

The new Austrian annuity valuation table AVÖ 2005R R Kainhofer, M Predota, U Schmock Mitteilungen der Aktuarvereinigung Österreichs 13, 55–135, 2006 | 17 | 2006 |

Rank-dependent moderate deviations of U-empirical measures in strong topologies P Eichelsbacher, U Schmock Probability Theory and Related Fields 126 (1), 61–90, 2003 | 17 | 2003 |

Modelling dependent credit risks with extensions of CreditRisk+ and application to operational risk U Schmock Lecture notes, Vienna University of Technology, 2008 | 15* | 2008 |

A note on Kendall’s tau for elliptical distributions F Lindskog, A McNeil, U Schmock Preprint, available at www. risklab. ch/Papers, 2001 | 13 | 2001 |

On the Yamada–Watanabe condition for the pathwise uniqueness of solutions of certain stochastic differential equations S Altay, U Schmock Lecture notes, 2011 | 10* | 2011 |

Large deviations of products of empirical measures and U-empirical measures in strong topologies P Eichelsbacher, U Schmock Univ. Bielefeld, Sonderforschungsbereich 343, 1996 | 10 | 1996 |