Virginia DeJesus-Rueff
2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Virginia DeJesus-Rueff trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Virginia DeJesus-Rueff overall
Papers from Virginia DeJesus-Rueff's perspective
Ordered by how strongly the researchers Virginia DeJesus-Rueff trusts endorse each paper. Same corpus, a different order for every researcher.
- An academic response to Basel II
- Modelling Extremal Events for Insurance and Finance
- Ruin theory revisited: stochastic models for operational risk
- Variance Minimization and Random Variables with Constant Sum
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Probabilistic Risk Analysis
- Procyclicality of the financial system and financial stability: issues and policy options
- Order Flow, Transaction Clock, and Normality of Asset Returns
- The supremum of a negative drift random walk with dependent heavy-tailed steps
- Extremes and Integrated Risk Management
Their papers
- Capital and Risk: New Evidence on Implications of Large Operational Losses (2006) — 165 citations