A. Jessen
Finance · 2006–2010
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 7 citations into it
- Management Science and Operations Research — 7 citations into it; #4,712 of 11,946 by trust here, #3,153 by citations
Whom A. Jessen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Thomas Mikosch
- Gennady Samorodnitsky
- Bojan Basrak
- Murad S. Taqqu
- Michel Ledoux
- Richard A. Davis
- Peter J. Brockwell
- Henrik Hult
- Krishanu Maulik
- Sidney I. Resnick
Who trusts A. Jessen overall
- Florica Şt. Cîrstea
- Vicentiu D. Rădulescu
- Tassos Magdalinos
- Mariana Olvera-Cravioto
- Rudolf Hilfer
- Eugene Seneta
- Mark M. Meerschaert
- Sidney I. Resnick
- Bikramjit Das
- Yiqing Chen
Papers from A. Jessen's perspective
Ordered by how strongly the researchers A. Jessen trusts endorse each paper. Same corpus, a different order for every researcher.
- Extremal behavior of regularly varying stochastic processes
- Regular variation of GARCH processes
- An Introduction to Probability Theory and Its Applications
- The supremum of a negative drift random walk with dependent heavy-tailed steps
- Time Series: Theory and Methods
- Is network traffic approximated by stable Levy motion or fractional Brownian motion
- A characterization of multivariate regular variation
- Probability in Banach Spaces: Isoperimetry and Processes
- Modeling Dependence and Tails of Financial Time Series
- Characterizations and Examples of Hidden Regular Variation
Their papers
- Regularly varying functions (2006) — 756 citations
- Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010) — 67 citations