| Introduction to credit risk modeling C Bluhm, L Overbeck, C Wagner Chapman and Hall/CRC, 2016 | 1067 | 2016 |
| Applied quantitative finance WK Härdle, CYH Chen, L Overbeck Springer, 2017 | 182 | 2017 |
| Estimation in the cox-ingersoll-ross model L Overbeck, T Ryden Econometric Theory 13 (3), 430-461, 1997 | 143 | 1997 |
| Sensible and efficient capital allocation for credit portfolios M Kalkbrener, H Lotter, L Overbeck Risk 17 (1), S19-S24, 2004 | 137 | 2004 |
| Structured credit portfolio analysis, baskets and CDOs C Bluhm, L Overbeck Chapman and Hall/CRC, 2006 | 129 | 2006 |
| Allocation of economic capital in loan portfolios L Overbeck Measuring risk in complex stochastic systems, 1-17, 2000 | 106 | 2000 |
| Markov processes associated with semi-Dirichlet forms ZM Ma, L Overbeck, M Röckner | 93 | 1995 |
| Systemic risk measures on general measurable spaces E Kromer, L Overbeck, K Zilch Mathematical Methods of Operations Research 84, 323-357, 2016 | 68 | 2016 |
| Estimation for continuous branching processes L Overbeck Scandinavian Journal of Statistics 25 (1), 111-126, 1998 | 59 | 1998 |
| Modeling default dependence with threshold models L Overbeck, WM Schmidt Arbeitsberichte der Hochschule für Bankwirtschaft, 2003 | 54 | 2003 |
| An analytic approach to Fleming-Viot processes with interactive selection L Overbeck, M Rockner, B Schmuland The Annals of Probability, 1-36, 1995 | 51 | 1995 |
| Dynamic CDO term structure modelling D Filipovic, L Overbeck, T Schmidt Mathematical Finance 21 (1), 53-71, 2011 | 48 | 2011 |
| Calibration of PD term structures: to be Markov or not to be C Bluhm, L Overbeck Risk 20 (11), 98-103, 2007 | 47 | 2007 |
| Credit risk modeling C Bluhm, L Overbeck, C Wagner Chapman and, 2003 | 42 | 2003 |
| Systematic risk in homogeneous credit portfolios C Bluhm, L Overbeck Credit risk: Measurement, evaluation and management, 35-48, 2003 | 38 | 2003 |
| Mathematics in financial risk management E Eberlein, R Frey, M Kalkbrenner, L Overbeck Jahresbericht der Deutschen Mathematiker Vereinigung 109 (4), 165-194, 2007 | 30 | 2007 |
| Conditioned super-Brownian motion L Overbeck Probability theory and related fields 96, 545-570, 1993 | 28 | 1993 |
| Differentiability of BSVIEs and dynamic capital allocations E Kromer, L Overbeck International Journal of Theoretical and Applied Finance 20 (07), 1750047, 2017 | 27 | 2017 |
| Stochastische Modelle im Risikomanagement des Kreditportfolios L Overbeck, G Stahl Credit Risk und Value-at-Risk Alternativen, 77-110, 1998 | 27 | 1998 |
| Option pricing in a regime switching stochastic volatility model A Biswas, A Goswami, L Overbeck Statistics & Probability Letters 138, 116-126, 2018 | 26 | 2018 |
