Dominik Kortschak
Finance · 2006–2009
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #3,397 of 10,518 by trust here, #4,858 by citations
- Economics and Econometrics — 7 citations into it
- Management Science and Operations Research — 7 citations into it; #3,363 of 11,946 by trust here, #4,746 by citations
- Statistics and Probability — 5 citations into it
Whom Dominik Kortschak trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Nathan Ng
- Henrik Hult
- S. Demarta
- Mario V. Wüthrich
- Filip Lindskog
- Alexander J. McNeil
- Bojan Basrak
- Stan Alink
- Yannick Malevergne
- Sidney I. Resnick
Who trusts Dominik Kortschak overall
- Qihe Tang
- Archil Gulisashvili
- Bangwon Ko
- Yiqing Chen
- Harry Joe
- Jaap Geluk
- Peter Tankov
- Haijun Li
- Alexandru V. Asimit
Papers from Dominik Kortschak's perspective
Ordered by how strongly the researchers Dominik Kortschak trusts endorse each paper. Same corpus, a different order for every researcher.
- Tail Dependence from a Distributional Point of View
- Extreme values of ζ′(ρ)
- Copula convergence theorems for tail events
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Asymptotic Value-at-Risk Estimates for Sums of Dependent Random Variables (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Diversification of aggregate dependent risks
- A characterization of multivariate regular variation
- Extreme Financial Risks: From Dependence to Risk Management
- The Extremal Dependence Measure and Asymptotic Independence
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Their papers
- Tail asymptotics for the sum of two heavy-tailed dependent risks (2006) — 86 citations
- Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables (2009) — 74 citations