L. Zhu

Finance · with Li · 2012

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 L. Zhu trusts overall

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

  1. Haijun Li
  2. Harry Joe
  3. Sidney I. Resnick
  4. Zinoviy Landsman
  5. Emiliano A. Valdez
  6. Yannan Sun
  7. Freddy Delbaen
  8. C. Anderson‐Cook
  9. Paul Embrechts
  10. Stan Alink

Papers from L. Zhu's perspective

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

  1. Diversification of aggregate dependent risks
  2. Tail Risk of Multivariate Regular Variation
  3. Tail asymptotics for the sum of two heavy-tailed dependent risks
  4. Tail Conditional Expectations for Elliptical Distributions
  5. Tail dependence functions and vine copulas (Journal of Multivariate Analysis)
  6. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
  7. Coherent Risk Measures on General Probability Spaces
  8. Quantitative Risk Management: Concepts, Techniques, and Tools
  9. Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
  10. Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Journal of Applied Probability)

Their papers