U. D. Anjos

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom U. D. Anjos trusts overall

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

  1. Jean-David Fermanian
  2. Paul Embrechts
  3. Roger B. Nelsen
  4. David X. Li
  5. Robert F. Engle
  6. Shaun S. Wang
  7. Thierry Ané
  8. Christian Genest
  9. Eric Bouyé
  10. R. Tyrrell Rockafellar

Papers from U. D. Anjos's perspective

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

  1. Fonctions de repartition a n dimensions et leurs marges
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Modelling Extremal Events for Insurance and Finance
  4. An Introduction to Copulas
  5. On Default Correlation: A Copula Function Approach
  6. Best-possible bounds on sets of bivariate distribution functions
  7. Risk Management: Value at Risk and Beyond
  8. Dependence Structure and Risk Measure
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)

Their papers