X. Burtschell

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom X. Burtschell trusts overall

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

  1. A. Mortensen
  2. Alfred Müller
  3. John C. Hull
  4. Jan Dhaene
  5. Alan G. White
  6. Marco Scarsini
  7. Alexandra Dias
  8. Ludger Rüschendorf
  9. Michel Denuit
  10. M. Krekel

Papers from X. Burtschell's perspective

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

  1. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  2. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
  3. Archimedean copulae and positive dependence
  4. Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (ASTIN Bulletin: The Journal of the International Actuarial Association)
  5. Dynamic copula models for multivariate high-frequency data in finance
  6. Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models
  7. Pricing Distressed CDOs with Base Correlation and Stochastic Recovery
  8. Comparison of multivariate risks and positive dependence (Journal of Applied Probability)
  9. Multivariate Exponential Distribution
  10. On Default Correlation: A Copula Function Approach

Their papers