Toshiro Watanabe
Management Science and Operations Research · 2005–2010
A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 9 citations into it; #8,987 of 11,946 by trust here, #8,906 by citations
- Finance — 8 citations into it; #2,622 of 10,518 by trust here, #5,523 by citations
Whom Toshiro Watanabe trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Anthony G. Pakes
- Serguei Foss
- Takaaki Shimura
- Claudia Klüppelberg
- Dmitry Korshunov
- Andreas E. Kyprianou
- Ross Maller
- Jem N. Corcoran
- Enrico Scalas
Who trusts Toshiro Watanabe overall
- Paweł Sztonyk
- Krzysztof Bogdan
- Mark W. Meckes
- Xavier Ros-Oton
- K. Kaleta
- Kouji Yamamuro
- J. Serra
- Viktorya Knopova
Papers from Toshiro Watanabe's perspective
Ordered by how strongly the researchers Toshiro Watanabe trusts endorse each paper. Same corpus, a different order for every researcher.
- Modelling Extremal Events for Insurance and Finance
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Overshoots and undershoots of Lèvy processes
- Convolution equivalence and infinite divisibility (Journal of Applied Probability)
- Lower limits and equivalences for convolution tails
- Convolution equivalence and distributions of random sums
- On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes
- Infinite divisibility and generalized subexponentiality
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
- The maximum on a random time interval of a random walk with long-tailed increments and negative drift
Their papers
- Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure (2010) — 69 citations
- Convolution equivalence and distributions of random sums (2008) — 98 citations
- Asymptotic estimates of multi-dimensional stable densities and their applications (2007) — 79 citations
- Infinite divisibility and generalized subexponentiality (2005) — 106 citations