Stan Alink

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Stan Alink trusts overall

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

  1. Mario V. Wüthrich
  2. Alessandro Juri
  3. Jem N. Corcoran

Who trusts Stan Alink overall

  1. L. Zhu
  2. Claudia Klüppelberg
  3. Harry Joe
  4. Haijun Li
  5. Hansjörg Albrecher *
  6. Dominik Kortschak
  7. Bangwon Ko
  8. Lei Hua

Papers from Stan Alink's perspective

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

  1. Tail Dependence from a Distributional Point of View
  2. Copula convergence theorems for tail events
  3. Modelling Extremal Events for Insurance and Finance
  4. Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
  5. An Introduction to Copulas
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. Coherent risk measures
  8. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
  9. Multivariate models for operational risk
  10. Diversification of aggregate dependent risks

Their papers