Arthur Chiragiev

Management Science and Operations Research · 2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Arthur Chiragiev trusts overall

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

  1. Zinoviy Landsman
  2. Jun Cai
  3. Emiliano A. Valdez
  4. Ken Seng Tan
  5. Alexander J. McNeil
  6. Michel Denault
  7. Dirk Tasche
  8. Edward Furman
  9. A. Cebrián

Who trusts Arthur Chiragiev overall

  1. Hélène Cossette
  2. Edward Furman
  3. Mélina Mailhot
  4. É. Marceau
  5. Zinoviy Landsman
  6. C. Adcock

Papers from Arthur Chiragiev's perspective

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

  1. Risk contributions and performance measurement
  2. Statistical Inference Using Extreme Order Statistics
  3. Coherent allocation of risk capital
  4. Tail Conditional Expectations for Elliptical Distributions
  5. An Introduction to Probability Theory and Its Applications
  6. Tail Conditional Expectations for Exponential Dispersion Models (ASTIN Bulletin: The Journal of the International Actuarial Association)
  7. Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
  8. Risk capital decomposition for a multivariate dependent gamma portfolio
  9. Quantitative Risk Management: Concepts, Techniques, and Tools
  10. Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers