Reimer Kuehn

Consultancy work:
Systemic risk (risk in systems of interdependent processes, or risk in networks of financial exposures); Spectral analysis of networks

Outreach: Systemic risk

Example of Outreach:  “Systemic Risk and the Mathematics of Falling Dominoes” Talk presented to a group of 6th formers within King’s Colleges KPlus widening participation activities (July 17, 2012). An expanded version of this talk was presented previously at King’s College’s annual Teachers’ Conference (June 22, 2011)

Personal Webpage

Key Publications:

J.P.L.. Hatchett and R. Kühn, “Effects of Economic Interactions on Credit Risk”, J. Phys. A 39, 2231-2251 (2006) – Journal Link

 K. Anand and R. Kühn, “Phase Transitions in Operational Risk”, Phys. Rev. E 75  016111 (2007) – Journal Link

R. Kühn and I.O. Stamatescu, “Learning with Incomplete Information and the Mathematical Structure Behind it.”, Biol. Cyb. 97, 99–112 (2007) – Journal Link

J.P.L. Hatchett and R. Kühn, “Credit Contagion and Credit Risk”, Quant. Finance 9, 373–382 (2009) – Journal Link

R. Kühn, and P. Neu, “Intermittency in an Interacting Generalization of the Geometric Brownian Motion Model”, J. Phys. A 41, 324015 (2008) – Journal Link

R. Kühn,“Spectra of Sparse Random Matrices”, J. Phys. A 41, 295002 (21 pp) (2008) – Journal Link

T. Rogers, K. Takeda. I. Perez Castillo and R. Kühn, “Cavity Approach to the Spectral Density of Sparse Symmetric Random Matrices”, Phys. Rev. E 78, 031116 (7 pp)  (2008) – Journal Link

R. Kühn and J.M. van Mourik, “Spectra of Modular and Small-World Matrices“, J. Phys. A 44, 165205 (18pp) (2011) – Journal Link

S. Heise and R. Kühn, “Derivatives and Credit Contagion in Interconnected Networks“. Eur. Phys. J. B 85, 115 (19pp) (2012)- Journal Link

R. Kühn and P. Sollich, “Spectra of Empirical Auto-Covariance Matrices“, Europhys. Lett. 99 20008 (2012) (6pp)   Journal Link

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