Jaap Geluk

Management Science and Operations Research · 2009–2015

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 11 citations into it; #7,808 of 11,946 by trust here, #9,383 by citations
• Finance — 8 citations into it; #7,177 of 10,518 by trust here, #8,598 by citations

Whom Jaap Geluk trusts overall

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

1. Søren Asmussen
2. Jem N. Corcoran
3. Hansjörg Albrecher *
4. Dominik Kortschak
5. Serguei Foss
6. Krishanu Maulik
7. Bangwon Ko
8. Thomas Mikosch

Who trusts Jaap Geluk overall

1. Hélène Cossette
2. É. Marceau
3. Archil Gulisashvili
4. Fouad Marri

Papers from Jaap Geluk's perspective

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

1. Tail asymptotics for the sum of two heavy-tailed dependent risks
2. Characterizations and Examples of Hidden Regular Variation
3. Maxima of Sums of Heavy-Tailed Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
5. Modelling Extremal Events for Insurance and Finance
6. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
7. Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments
8. Asymptotics for Sums of Random Variables with Local Subexponential Behaviour
9. Asymptotics of sums of lognormal random variables with Gaussian copula
10. SUMS OF DEPENDENT NONNEGATIVE RANDOM VARIABLES WITH SUBEXPONENTIAL TAILS

Their papers

• Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables (2009) — 136 citations
• Fault detection in dynamic systems using the Kullback–Leibler divergence (2015) — 52 citations