K. Böcker

Finance · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #5,535 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 9 citations into it; #5,187 of 11,946 by trust here, #8,062 by citations
• Economics and Econometrics — 6 citations into it; #20,643 of 23,481 by trust here, #23,209 by citations

Whom K. Böcker trusts overall

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

1. Jem N. Corcoran
2. Claudia Klüppelberg
3. René L. Schilling
4. Rama Cont
5. Jan Kallsen
6. Peter Tankov
7. V. Chavez‐Demoulin
8. Marco Moscadelli
9. Sidney I. Resnick
10. Thierry Roncalli

Who trusts K. Böcker overall

1. Claudia Klüppelberg
2. Paul Embrechts
3. Ludger Rüschendorf

Papers from K. Böcker's perspective

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

1. Financial Modelling with Jump Processes
2. Characterization of dependence of multidimensional Lévy processes using Lévy copulas
3. Modelling Extremal Events for Insurance and Finance
4. Financial Modelling with Jump Processes
5. The Correlation Problem in Operational Risk
6. Multivariate models for operational risk
7. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
8. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
9. Loss Models: From Data to Decisions, 2nd edition
10. Probability Theory (Encyclopedia of Social Network Analysis and Mining)

Their papers

• Multivariate models for operational risk (2010) — 71 citations
• Modelling and measuring multivariate operational risk with Lévy copulas (2008) — 55 citations