Ralf Werner

2007–2015

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Ralf Werner trusts overall

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

  1. Leif Andersen

Papers from Ralf Werner's perspective

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

  1. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  2. On Default Correlation: A Copula Function Approach
  3. Dependent defaults in models of portfolio credit risk
  4. A Simple Exponential Model for Dependent Defaults
  5. Default Parameter Estimation Using Market Prices
  6. Understanding the Recovery Rates on Defaulted Securities
  7. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
  8. Factor Models: Portfolio Credit Risks When Defaults are Correlated
  9. Risk Management: Value at Risk and Beyond
  10. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

Their papers