The Pareto Copula, Aggregation of Risks and the Emperor's Socks

By Claudia Klüppelberg, Sidney I. Resnick. 2008

47 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/c90e13282572c12443ff2bbb04b3805d7bfe0613

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. Raphaël de Fondeville
  2. K. Böcker
  3. Claudia Klüppelberg
  4. Carlo Sempi
  5. Fabrizio Durante
  6. A. C. Davison
  7. Raphaël Huser
  8. Paul Embrechts

In Management Science and Operations Research

  1. Claudia Klüppelberg
  2. K. Böcker
  3. Carlo Sempi
  4. A. C. Davison
  5. Raphaël de Fondeville
  6. Fabrizio Durante
  7. Qihe Tang
  8. Paul Embrechts

In Statistics and Probability

  1. Claudia Klüppelberg
  2. K. Böcker
  3. Raphaël de Fondeville
  4. Carlo Sempi
  5. A. C. Davison
  6. Fabrizio Durante
  7. Raphaël Huser
  8. Paul Embrechts

Citations in the corpus