Peter Sarkoci

Finance · 2009–2010

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #6,100 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 9 citations into it; #8,800 of 11,946 by trust here, #10,893 by citations
• Economics and Econometrics — 6 citations into it

Whom Peter Sarkoci trusts overall

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

1. Roger B. Nelsen
2. G. Salvadori
3. Fabrizio Durante
4. C. Anderson‐Cook
5. Christian Genest
6. Carlo De Michele
7. Alexander J. McNeil
8. Trevor J. Hastie

Who trusts Peter Sarkoci overall

1. Fabrizio Durante

Papers from Peter Sarkoci's perspective

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

1. Monographs on statistics and applied probability
2. Extremes in Nature
3. Extremes in Nature : an approach using Copulas
4. A Primer on Copulas for Count Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
5. Copula convergence theorems for tail events
6. Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
7. Quantitative Risk Management: Concepts, Techniques, and Tools
8. On the construction of copulas and quasi-copulas with given diagonal sections
9. Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
10. Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

Their papers

• Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009) — 71 citations
• Distorted Copulas: Constructions and Tail Dependence (2010) — 56 citations
• Shuffles of copulas (2009) — 56 citations