Dominik D. Lambrigger

Finance · 2007–2009

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Dominik D. Lambrigger trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Alexander J. McNeil
  2. Laurens de Haan
  3. Paul Embrechts
  4. Jem N. Corcoran
  5. Rustam Ibragimov
  6. Armelle Guillou
  7. Ana Ferreira

Who trusts Dominik D. Lambrigger overall

  1. Eike C. Brechmann

Papers from Dominik D. Lambrigger's perspective

Ordered by how strongly the researchers Dominik D. Lambrigger trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. A diagnostic for selecting the threshold in extreme value analysis
  4. Modelling Extremal Events for Insurance and Finance
  5. The limits of diversification when losses may be large
  6. An academic response to Basel II
  7. A Course in Credibility Theory and its Applications
  8. HEAVY-TAILED DISTRIBUTIONS AND RATING
  9. Quantitative Risk Management: Concepts, Techniques, and Tools
  10. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

Their papers