HEAVY-TAILED DISTRIBUTIONS AND RATING

By Jan Beirlant, Gunther Matthys, Goedele Dierckx. 2001

86 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/54052ebc8fb44328cf7bb23658dd6b732f22739e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Dominik D. Lambrigger
2. M. Degen
3. Paul Embrechts
4. Claudia Czado
5. Kjersti Aas
6. Andrew J. Patton
7. William T. Ziemba
8. Fabrizio Durante

In Management Science and Operations Research

1. Dominik D. Lambrigger
2. M. Degen
3. Paul Embrechts
4. Ludger Rüschendorf
5. Andrew J. Patton
6. Claudia Czado
7. Fabrizio Durante
8. H. Manner

In Statistics and Probability

1. Dominik D. Lambrigger
2. M. Degen
3. Paul Embrechts
4. Toshinao Yoshiba

Citations in the corpus

• The Quantitative Modeling of Operational Risk: Between G-and-H and EVT (2007, background): “[4], where the authors try to handle the case % = 0.”