Serguei Pergamenshchikov

Management Science and Operations Research · 2006

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

Subfields

• Management Science and Operations Research — 5 citations into it; #9,995 of 11,946 by trust here, #11,360 by citations

Whom Serguei Pergamenshchikov trusts overall

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

1. Søren Asmussen
2. J. Gaier

Who trusts Serguei Pergamenshchikov overall

1. Jostein Paulsen
2. Jeffrey F. Collamore

Papers from Serguei Pergamenshchikov's perspective

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

1. Power tailed ruin probabilities in the presence of risky investments
2. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
3. Finite and infinite time ruin probabilities in a stochastic economic environment
4. Asymptotic ruin probabilities and optimal investment
5. A Practical Guide to Heavy Tails (Technometrics)
6. Non‐parametric Estimation of Tail Dependence
7. Diversification of aggregate dependent risks
8. Copula convergence theorems for tail events
9. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
10. ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME

Their papers

• Ruin probability in the presence of risky investments (2006) — 49 citations