Dietmar Pfeifer
ASTIN Bulletin: The Journal of the International Actuarial Association · 2004–2008
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Dietmar Pfeifer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Paul Embrechts
- Alexander J. McNeil
- Svetlozar T. Rachev
- Ludger Rüschendorf
- Rüdiger Frey
- Markus Junker
- D. Straumann
- Thorsten Rheinländer
Who trusts Dietmar Pfeifer overall
- Jianxi Su
- V. Chavez‐Demoulin
- Edward Furman
- Paul Embrechts
- Johana Nešlehová
- Christian Genest
- C. Adcock
- Philipp Arbenz
- Daniel Bauer
Papers from Dietmar Pfeifer's perspective
Ordered by how strongly the researchers Dietmar Pfeifer trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Quantitative Risk Management: Concepts, Techniques, and Tools
- Measurement of Aggregate Risk with Copulas
- Quantitative Risk Management: Concepts, Techniques, and Tools
- Correlation and dependence
- Probability and Measure.
- Mass transportation problems
- Stochastic processes in insurance and finance
- Risk Management: Value at Risk and Beyond
- Making and Evaluating Point Forecasts
Their papers
- Modeling and Generating Dependent Risk Processes for IRM and DFA (2004) — 57 citations
- Solvency II: stability problems with the SCR aggregation formula (2008) — 67 citations