Andrew Chernih

Economics and Econometrics · 2003

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #17,817 of 23,481 by trust here, #16,151 by citations
• Management Science and Operations Research — 5 citations into it; #9,113 of 11,946 by trust here, #6,888 by citations

Whom Andrew Chernih trusts overall

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

1. H. Panjer
2. Zinoviy Landsman
3. Emiliano A. Valdez
4. Hon. F.I.A.

Who trusts Andrew Chernih overall

1. Emiliano A. Valdez

Papers from Andrew Chernih's perspective

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

1. Coherent allocation of risk capital
2. Risk contributions and performance measurement
3. Semi-parametric modelling in finance: theoretical foundations
4. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
5. Tail Conditional Expectations for Elliptical Distributions
6. Risk Management: Value at Risk and Beyond
7. MEASUREMENT OF RISK, SOLVENCY REQUIREMENTS AND ALLOCATION OF CAPITAL WITHIN FINANCIAL CONGLOMERATES
8. Expected shortfall and beyond
9. Premium Calculation by Transforming the Layer Premium Density
10. An Introduction to Multivariate Statistical Analysis

Their papers

• Wang’s capital allocation formula for elliptically contoured distributions (2003) — 89 citations