Omar Zeitouny
Management Science and Operations Research · 2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 5 citations into it; #9,994 of 11,946 by trust here, #11,360 by citations
Whom Omar Zeitouny trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Søren Asmussen (in Management Science and Operations Research)
Who trusts Omar Zeitouny
- Jostein Paulsen (in Finance)
- Jeffrey F. Collamore (in Finance)
Papers from Omar Zeitouny's perspective
Ordered by how strongly the researchers Omar Zeitouny trusts endorse each paper. Same corpus, a different order for every researcher.
- Power tailed ruin probabilities in the presence of risky investments
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
- Finite and infinite time ruin probabilities in a stochastic economic environment
- Asymptotic ruin probabilities and optimal investment
- A Practical Guide to Heavy Tails (Technometrics)
- Non‐parametric Estimation of Tail Dependence
- Diversification of aggregate dependent risks
- Copula convergence theorems for tail events
- A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
- ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME
Their papers
- Ruin probability in the presence of risky investments (2006) — 49 citations