Gabriele Stabile
2010
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Gabriele Stabile trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- V. Chavez‐Demoulin
- A. C. Davison
- Daryl J. Daley
- Hansjörg Albrecher *
- Alexander J. McNeil
- Pierre Brémaud
Who trusts Gabriele Stabile overall
Papers from Gabriele Stabile's perspective
Ordered by how strongly the researchers Gabriele Stabile trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimating value-at-risk: a point process approach
- An Introduction to the Theory of Point Processes
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Rate of convergence to equilibrium of marked Hawkes processes (Journal of Applied Probability)
- Extremal analysis of processes sampled at different frequencies
- Realistic Statistical Modelling of Financial Data
- Inference for clusters of extreme values
- Subcritical and supercritical regimes in epidemic models of earthquake aftershocks
- Value-at-Risk and Extreme Returns
- An Introduction to Statistical Modeling of Extreme Values
Their papers
- Risk Processes with Non-stationary Hawkes Claims Arrivals (2010) — 76 citations