Andrew Tang

Management Science and Operations Research · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andrew Tang trusts overall

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

  1. Paul Embrechts
  2. Jan Dhaene
  3. Alexander J. McNeil
  4. Roger B. Nelsen
  5. Emiliano A. Valdez
  6. Michel Denuit
  7. Marc J. Goovaerts
  8. Zinoviy Landsman
  9. Alessandro Juri
  10. D. Straumann

Papers from Andrew Tang's perspective

Ordered by how strongly the researchers Andrew Tang 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. Fonctions de repartition a n dimensions et leurs marges
  3. An Introduction to Copulas
  4. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
  5. Tail Conditional Expectations for Elliptical Distributions
  6. Copula convergence theorems for tail events
  7. Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
  8. Wang’s capital allocation formula for elliptically contoured distributions
  9. Risk Measures and Comonotonicity: A Review
  10. Value at Risk: The New Benchmark for Managing Financial Risk

Their papers