Leif Andersen

Finance · with Andreasen · 2000–2006

A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 77 researchers here, as inferred from the citation graph.

Subfields

Whom Leif Andersen trusts overall

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

  1. Kay Giesecke
  2. V. Acharya
  3. David X. Li
  4. Robert A. Jarrow
  5. Philipp J. Schönbucher
  6. Sreedhar T. Bharath
  7. Alexander J. McNeil
  8. Rüdiger Frey
  9. Filip Lindskog
  10. Pierre Collin-Dufresne

Who trusts Leif Andersen overall

  1. R. Lord
  2. Christian Kahl
  3. Paul Glasserman
  4. John C. Hull
  5. Cornelis W. Oosterlee
  6. Christian Bender
  7. Martin Keller‐Ressel
  8. A. Mortensen
  9. Christopher S. Jones
  10. Rüdiger Frey

Papers from Leif Andersen's perspective

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

  1. On Default Correlation: A Copula Function Approach
  2. Default Parameter Estimation Using Market Prices
  3. Dependent defaults in models of portfolio credit risk
  4. A Simple Exponential Model for Dependent Defaults
  5. Understanding the Recovery Rates on Defaulted Securities
  6. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
  7. Factor Models: Portfolio Credit Risks When Defaults are Correlated
  8. Multi-Period Corporate Default Prediction With Stochastic Covariates
  9. Deciphering the Liquidity and Credit Crunch 2007-08
  10. Too Big to Fail: The Hazards of Bank Bailouts

Their papers