Werner Hürlimann
Management Science and Operations Research · 2001–2004
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 18 citations into it; #2,288 of 11,946 by trust here, #5,787 by citations
- Finance — 13 citations into it; #2,490 of 10,518 by trust here, #5,728 by citations
- Economics and Econometrics — 9 citations into it; #12,005 of 23,481 by trust here, #17,346 by citations
- Demography — 6 citations into it; #808 of 4,236 by trust here, #3,224 by citations
Whom Werner Hürlimann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Shaun S. Wang
- Yasuhiro Omori
- Jem N. Corcoran
- Jan Dhaene
- Stanislav Uryasev
- Marc J. Goovaerts
- R. Tyrrell Rockafellar
- Yasuhiro Yamai
- Samuel Kotz
- Paul Embrechts
Who trusts Werner Hürlimann overall
- Francisco J. Samaniego
- Edward Furman
- Jorge Navarro
- Michel Denuit
- Jan Dhaene
- Marc J. Goovaerts
- Carole Bernard
- Subhash C. Kochar
- Rob Kaas
- Steven Vanduffel
Papers from Werner Hürlimann's perspective
Ordered by how strongly the researchers Werner Hürlimann trusts endorse each paper. Same corpus, a different order for every researcher.
- The Dual Theory of Choice under Risk
- Modelling Extremal Events for Insurance and Finance
- Continuous Univariate Distributions.
- Comonotonicity and Maximal Stop-Loss Premiums
- Economic Capital Allocation Derived from Risk Measures
- Coherent Risk Measures on General Probability Spaces
- Convex measures of risk and trading constraints (Finance and Stochastics)
- On law invariant coherent risk measures
- Portfolio Selection
- Risk Measures and Comonotonicity: A Review
Their papers
- Distortion Risk Measures and Economic Capital (2004) — 62 citations
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (2001) — 47 citations
- Analytical Bounds for two Value-at-Risk Functionals (2002) — 54 citations