Jan-Frederik Mai

Finance · 2011–2020

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Statistics and Probability — 5 citations into it

Whom Jan-Frederik Mai trusts overall

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

1. Haijun Li
2. Alexander J. McNeil
3. Gabriel Frahm
4. Paul Embrechts
5. Aristidis K. Nikoloulopoulos

Papers from Jan-Frederik Mai's perspective

Ordered by how strongly the researchers Jan-Frederik Mai trusts endorse each paper. Same corpus, a different order for every researcher.

1. Tail Dependence Comparison of Survival Marshall–Olkin Copulas
2. Extreme value properties of multivariate t copulas
3. On the extremal dependence coefficient of multivariate distributions
4. Sampling nested Archimedean copulas
5. An Introduction to Copulas
6. Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions
7. An Introduction to Probability Theory and Its Applications
8. Multivariate Exponential Distribution
9. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
10. Fonctions de repartition a n dimensions et leurs marges

Their papers

• Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications (2020) — 99 citations
• Reparameterizing Marshall–Olkin copulas with applications to sampling (2011) — 53 citations