Luan Lin

Journal of Applied Probability · 2011

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Whom Luan Lin trusts overall

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

  1. Alexander J. McNeil
  2. Kay Giesecke
  3. V. Chavez‐Demoulin
  4. Yacine Aït-Sahalia
  5. Eymen Errais
  6. Lisa R. Goldberg
  7. A. C. Davison
  8. Julio Cacho-Diaz
  9. Roger J. A. Laeven

Who trusts Luan Lin overall

  1. Emmanuel Bacry
  2. Thibault Jaisson
  3. V. Chavez‐Demoulin

Papers from Luan Lin's perspective

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

  1. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
  2. Estimating value-at-risk: a point process approach
  3. Modeling financial contagion using mutually exciting jump processes
  4. Generalized Linear Models
  5. Extremal analysis of processes sampled at different frequencies
  6. Realistic Statistical Modelling of Financial Data
  7. Inference for clusters of extreme values
  8. Subcritical and supercritical regimes in epidemic models of earthquake aftershocks
  9. Value-at-Risk and Extreme Returns
  10. Common Failings: How Corporate Defaults are Correlated

Their papers