M. Degen

Management Science and Operations Research · with Lambrigger · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Degen trusts overall

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

  1. Alexander J. McNeil
  2. Laurens de Haan
  3. Armelle Guillou
  4. Jem N. Corcoran
  5. Paul Embrechts
  6. Ana Ferreira
  7. Rustam Ibragimov
  8. Rüdiger Frey
  9. Peter Hall
  10. Marco Moscadelli

Who trusts M. Degen overall

  1. Paul Embrechts

Papers from M. Degen's perspective

Ordered by how strongly the researchers M. Degen 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. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. A diagnostic for selecting the threshold in extreme value analysis
  4. Modelling Extremal Events for Insurance and Finance
  5. An academic response to Basel II
  6. The limits of diversification when losses may be large
  7. A Course in Credibility Theory and its Applications
  8. HEAVY-TAILED DISTRIBUTIONS AND RATING
  9. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
  10. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

Their papers