Piotr Jaworski

Finance · 2008–2017

A researcher in the Science corpus: 5 papers; trusts 22 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Piotr Jaworski trusts overall

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

  1. Christian Genest
  2. Alessandro Juri
  3. Arthur Charpentier
  4. M. D. Taylor
  5. Paul Embrechts
  6. Mario V. Wüthrich
  7. Anne-Catherine Favre
  8. Friedrich Schmid
  9. Fabrizio Durante
  10. Marcello Pericoli

Who trusts Piotr Jaworski overall

  1. Benigno Uria
  2. Fabrizio Durante
  3. David Lopez-Paz
  4. Eike C. Brechmann

Papers from Piotr Jaworski's perspective

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

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Copula convergence theorems for tail events
  3. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
  4. An Introduction to Copulas
  5. Fonctions de repartition a n dimensions et leurs marges
  6. Tail Dependence from a Distributional Point of View
  7. Multivariate Extensions of Spearman's Rho and Related Statistics
  8. Goodness-of-fit tests for copulas: A review and a power study
  9. Non‐parametric Estimation of Tail Dependence
  10. Estimating the tail-dependence coefficient: Properties and pitfalls

Their papers