Tomasz Rolski
2002
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Tomasz Rolski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Tomasz Rolski overall
Papers from Tomasz Rolski's perspective
Ordered by how strongly the researchers Tomasz Rolski trusts endorse each paper. Same corpus, a different order for every researcher.
- A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
- Probability measures on metric spaces
- Stochastic processes in insurance and finance
- Diversification of aggregate dependent risks
- Monte Carlo Methods in Financial Engineering
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- Ruin theory revisited: stochastic models for operational risk
- Modelling Extremal Events for Insurance and Finance
- Modeling, Measuring and Hedging Operational Risk
- Tail Dependence from a Distributional Point of View
Their papers
- Lundberg Approximations for Compound Distributions With Insurance Applications (2002) — 101 citations
- A technique for exponential change of measure for Markov processes (2002) — 141 citations