A. Ng
Management Science and Operations Research · with Yang · 2006–2009
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 8 citations into it; #6,078 of 11,946 by trust here, #8,906 by citations
- Demography — 7 citations into it; #1,783 of 4,236 by trust here, #3,042 by citations
- Finance — 7 citations into it
Whom A. Ng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Ng overall
Papers from A. Ng's perspective
Ordered by how strongly the researchers A. Ng trusts endorse each paper. Same corpus, a different order for every researcher.
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- On ruin for the Erlang(n) risk process
- A Regime-Switching Model of Long-Term Stock Returns
- Generalized autoregressive conditional heteroskedasticity
- Monte Carlo Methods in Financial Engineering
- Diversification of aggregate dependent risks
- A characterization of multivariate regular variation
- The Extremal Dependence Measure and Asymptotic Independence
- Extreme values of ζ′(ρ)
- Tail Dependence from a Distributional Point of View
Their papers
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model (2006) — 53 citations
- On a dual model with a dividend threshold (2009) — 104 citations